+55.9%
FROG vs IONS
-25.7%
+81.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.6% | +33.7% | +34.9% |
| 7D | +7.0% | -9.4% | +16.4% | +9.8% |
| 30D | +2.9% | -10.7% | +13.6% | +6.0% |
| 3M | +21.6% | -27.7% | +49.3% | +30.6% |
| 6M | +87.7% | -48.7% | +136.4% | +114.9% |
| YTD | +61.7% | -50.2% | +111.8% | +85.4% |
| 1Y | +113.7% | -46.8% | +160.5% | +140.1% |
| 3Y | +267.7% | -14.8% | +282.6% | +239.4% |
| 5Y | +158.8% | +17.0% | +141.8% | +100.0% |
| All | +55.9% | -25.7% | +81.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling