-25.6%
ADSK vs IONS
+53.9%
-79.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -10.9% | -4.3% | -6.6% | -10.1% |
| 30D | -15.9% | +0.4% | -16.3% | -16.1% |
| 3M | -4.4% | -24.1% | +19.7% | -0.4% |
| 6M | -16.6% | -26.4% | +9.8% | -12.8% |
| YTD | -28.5% | -29.7% | +1.1% | -24.7% |
| 1Y | -34.6% | -13.0% | -21.6% | -34.5% |
| 3Y | -3.5% | +35.0% | -38.5% | -18.3% |
| 5Y | -25.6% | +54.2% | -79.8% | -44.1% |
| All | -25.6% | +53.9% | -79.5% | -44.1% |
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