+318.8%
ADP vs IONS
-29.6%
+348.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.9% | -29.4% | +30.4% | +5.0% |
| 30D | +11.9% | -35.1% | +47.0% | +17.6% |
| 3M | +13.7% | -48.9% | +62.6% | +23.0% |
| 6M | +46.8% | -62.4% | +109.2% | +64.2% |
| YTD | +21.8% | -64.2% | +86.0% | +36.7% |
| 1Y | +23.5% | -60.9% | +84.4% | +36.8% |
| 3Y | +44.1% | -38.9% | +83.0% | +44.5% |
| 5Y | +49.9% | -15.6% | +65.5% | +38.3% |
| 10Y | +318.8% | -33.5% | +352.2% | +298.9% |
| All | +318.8% | -29.6% | +348.4% | +298.9% |
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