-3.0%
RUN vs IONS
-16.4%
+13.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | +33.4% | -9.4% | +42.8% | +36.3% |
| 30D | +31.1% | -10.7% | +41.9% | +34.4% |
| 3M | +6.4% | -27.7% | +34.1% | +14.8% |
| 6M | -22.2% | -48.7% | +26.5% | -10.4% |
| YTD | -45.8% | -50.2% | +4.4% | -37.1% |
| 1Y | -51.1% | -46.8% | -4.3% | -44.5% |
| 3Y | -3.0% | -14.8% | +11.8% | -12.1% |
| All | -3.0% | -16.4% | +13.4% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling