-79.4%
RUN vs IONS
+51.6%
-131.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.7% |
| 7D | +10.2% | -5.3% | +15.4% | +12.5% |
| 30D | -9.6% | +0.3% | -9.9% | -9.9% |
| 3M | -31.5% | -22.9% | -8.6% | -26.6% |
| 6M | -18.7% | -23.4% | +4.7% | -13.0% |
| YTD | -49.9% | -28.3% | -21.6% | -44.8% |
| 1Y | -45.5% | -7.0% | -38.5% | -47.1% |
| 3Y | -34.1% | +37.6% | -71.7% | -51.9% |
| 5Y | -79.4% | +53.4% | -132.8% | -87.2% |
| All | -79.4% | +51.6% | -131.0% | -87.2% |
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