+25.4%
ADM vs IONS
-11.8%
+37.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.4% | -3.7% | +2.3% |
| 7D | +4.2% | -26.3% | +30.5% | +5.8% |
| 30D | -12.8% | -31.9% | +19.1% | -11.1% |
| 3M | -8.5% | -48.0% | +39.5% | -5.2% |
| 6M | -10.9% | -62.6% | +51.6% | -6.1% |
| YTD | +29.4% | -63.3% | +92.7% | +36.4% |
| 1Y | +27.5% | -58.4% | +85.9% | +33.3% |
| 3Y | +10.3% | -38.2% | +48.6% | +10.3% |
| All | +25.4% | -11.8% | +37.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling