+313.7%
ADP vs IONS
-5.7%
+319.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -21.4% | +20.9% | +2.3% |
| 7D | +1.1% | -24.8% | +25.9% | +4.4% |
| 30D | +11.5% | -31.5% | +43.0% | +16.5% |
| 3M | +12.0% | -45.2% | +57.2% | +20.2% |
| 6M | +43.8% | -59.1% | +102.9% | +59.2% |
| YTD | +20.1% | -60.8% | +80.9% | +33.3% |
| 1Y | +22.3% | -57.9% | +80.1% | +34.2% |
| 3Y | +43.3% | -34.5% | +77.8% | +42.7% |
| 5Y | +47.3% | -8.8% | +56.2% | +34.9% |
| 10Y | +313.7% | -19.2% | +332.9% | +289.9% |
| All | +313.7% | -5.7% | +319.4% | +289.9% |
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