-7.3%
RUN vs IONS
-28.8%
+21.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | +33.4% | -9.4% | +42.8% | +36.9% |
| 30D | +31.1% | -10.7% | +41.9% | +35.0% |
| 3M | +6.4% | -27.7% | +34.1% | +16.3% |
| 6M | -22.2% | -48.7% | +26.5% | -7.7% |
| YTD | -45.8% | -50.2% | +4.4% | -35.3% |
| 1Y | -51.1% | -46.8% | -4.3% | -42.9% |
| 3Y | -3.0% | -14.8% | +11.8% | -6.6% |
| 5Y | -82.2% | +17.0% | -99.2% | -84.5% |
| 10Y | +111.9% | +45.3% | +66.6% | +82.2% |
| All | -7.3% | -28.8% | +21.5% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling