+73.3%
RUN vs IONS
-32.1%
+105.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | -1.1% |
| 7D | -13.5% | -26.3% | +12.8% | -4.2% |
| 30D | +18.3% | -31.9% | +50.2% | +34.4% |
| 3M | -12.5% | -48.0% | +35.5% | +9.5% |
| 6M | -40.3% | -62.6% | +22.2% | -17.8% |
| YTD | -53.1% | -63.3% | +10.2% | -35.2% |
| 1Y | -54.3% | -58.4% | +4.1% | -39.9% |
| 3Y | -6.5% | -38.2% | +31.7% | -2.2% |
| 5Y | -85.3% | -11.1% | -74.2% | -86.9% |
| All | +73.3% | -32.1% | +105.4% | +73.6% |
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