+9,295.5%
ADP vs IONS
+266.7%
+9,028.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.9% |
| 3M | +11.6% | -27.7% | +39.3% | +14.3% |
| 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% | +29.0% |
| 3Y | +47.8% | -14.8% | +62.6% | +45.8% |
| 5Y | +47.7% | +17.0% | +30.7% | +40.4% |
| 10Y | +324.0% | +45.3% | +278.7% | +286.0% |
| All | +9,295.5% | +266.7% | +9,028.8% | +6,243.6% |
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