-46.5%
FRSH vs IONS
+31.9%
-78.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | -6.6% | -6.7% | +0.1% | -6.0% |
| 30D | +2.1% | -4.1% | +6.2% | +2.4% |
| 3M | +29.0% | -26.6% | +55.5% | +31.6% |
| 6M | +48.6% | -27.5% | +76.1% | +51.7% |
| YTD | -2.9% | -31.5% | +28.5% | -0.4% |
| 1Y | -7.9% | -15.3% | +7.4% | -8.4% |
| 3Y | -46.5% | +31.3% | -77.8% | -50.3% |
| All | -46.5% | +31.9% | -78.4% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling