+215.4%
ADSK vs IONS
+87.6%
+127.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.0% |
| 7D | -2.5% | -6.7% | +4.2% | -1.0% |
| 30D | -14.9% | -4.1% | -10.8% | -14.2% |
| 3M | +3.3% | -26.6% | +29.9% | +9.2% |
| 6M | -15.7% | -27.5% | +11.9% | -10.7% |
| YTD | -28.2% | -31.5% | +3.2% | -23.3% |
| 1Y | -34.5% | -15.3% | -19.2% | -33.7% |
| 3Y | -2.9% | +31.3% | -34.2% | -16.8% |
| 5Y | -25.3% | +50.2% | -75.5% | -40.2% |
| All | +215.4% | +87.6% | +127.7% | +147.6% |
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 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