-17.5%
RUN vs IONS
+4.9%
-22.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +1.3% | -4.8% | +6.1% | +2.8% |
| 30D | -15.3% | +7.2% | -22.4% | -17.1% |
| 3M | -40.0% | -22.7% | -17.3% | -36.6% |
| 6M | -27.0% | -26.9% | -0.1% | -21.7% |
| YTD | -51.7% | -26.6% | -25.1% | -48.3% |
| 1Y | -45.9% | -2.1% | -43.8% | -47.2% |
| 3Y | -43.8% | +43.4% | -87.2% | -53.6% |
| 5Y | -80.5% | +47.0% | -127.5% | -84.2% |
| 10Y | +45.3% | +97.2% | -51.9% | +13.1% |
| All | -17.5% | +4.9% | -22.4% | -26.3% |
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