+1,831.8%
ADM vs IONS
+440.4%
+1,391.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +3.8% | -4.8% | +8.6% | +4.1% |
| 30D | +9.8% | +7.2% | +2.6% | +9.2% |
| 3M | +2.1% | -22.7% | +24.8% | +3.6% |
| 6M | +27.5% | -26.9% | +54.4% | +29.7% |
| YTD | +50.2% | -26.6% | +76.8% | +52.7% |
| 1Y | +40.6% | -2.1% | +42.7% | +39.9% |
| 3Y | +17.2% | +43.4% | -26.2% | +12.1% |
| 5Y | +61.9% | +47.0% | +14.9% | +52.7% |
| 10Y | +159.3% | +97.2% | +62.1% | +133.6% |
| All | +1,831.8% | +440.4% | +1,391.4% | +1,252.0% |
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 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