-19.1%
RUN vs IONS
-49.1%
+30.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.1% | -1.5% | -7.9% |
| 7D | +0.3% | -30.3% | +30.6% | +10.7% |
| 30D | +14.0% | -37.7% | +51.7% | +29.7% |
| 3M | -11.8% | -50.5% | +38.7% | +7.2% |
| 6M | -40.4% | -62.8% | +22.4% | -22.8% |
| YTD | -52.7% | -64.4% | +11.7% | -38.1% |
| 1Y | -52.5% | -59.5% | +6.9% | -40.3% |
| 3Y | -7.7% | -39.2% | +31.5% | -2.6% |
| 5Y | -83.9% | -15.3% | -68.5% | -84.6% |
| 10Y | +84.9% | -31.2% | +116.1% | +84.6% |
| All | -19.1% | -49.1% | +30.0% | -11.7% |
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