+99.7%
ADM vs IONS
+17.3%
+82.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -9.0% | -9.4% | +0.4% | -8.2% |
| 30D | -14.0% | -10.7% | -3.2% | -13.1% |
| 3M | -9.2% | -27.7% | +18.5% | -6.6% |
| 6M | -9.2% | -48.7% | +39.6% | -3.8% |
| YTD | +24.2% | -50.2% | +74.4% | +31.7% |
| 1Y | +27.0% | -46.8% | +73.8% | +33.6% |
| 3Y | +6.6% | -14.8% | +21.4% | +4.6% |
| 5Y | +25.0% | +17.0% | +8.0% | +15.7% |
| All | +99.7% | +17.3% | +82.4% | +103.0% |
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