+102.6%
ADM vs IONS
-5.7%
+108.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -21.4% | +21.2% | +1.9% |
| 7D | -7.8% | -24.8% | +17.0% | -5.4% |
| 30D | -12.6% | -31.5% | +19.0% | -9.5% |
| 3M | -8.2% | -45.2% | +37.0% | -3.1% |
| 6M | -8.9% | -59.1% | +50.2% | -1.3% |
| YTD | +24.0% | -60.8% | +84.8% | +34.7% |
| 1Y | +26.2% | -57.9% | +84.0% | +35.9% |
| 3Y | +7.0% | -34.5% | +41.5% | +7.4% |
| 5Y | +24.9% | -8.8% | +33.7% | +17.4% |
| 10Y | +102.6% | -19.2% | +121.9% | +101.9% |
| All | +102.6% | -5.7% | +108.3% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling