+49.1%
ADP vs IONS
+17.1%
+32.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | +3.2% | -9.4% | +12.7% | +4.0% |
| 30D | +14.9% | -10.7% | +25.6% | +15.8% |
| 3M | +11.6% | -27.7% | +39.3% | +14.2% |
| 6M | +48.5% | -48.7% | +97.2% | +55.7% |
| YTD | +20.6% | -50.2% | +70.7% | +26.5% |
| 1Y | +23.7% | -46.8% | +70.5% | +28.8% |
| 3Y | +47.8% | -14.8% | +62.6% | +42.7% |
| All | +49.1% | +17.1% | +32.0% | +36.2% |
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