-9.9%
GTLB vs IONS
+39.5%
-49.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -5.1% |
| 7D | +4.6% | -5.3% | +9.9% | +5.2% |
| 30D | +21.0% | +0.3% | +20.7% | +20.9% |
| 3M | +51.7% | -22.9% | +74.6% | +54.2% |
| 6M | +89.3% | -23.4% | +112.7% | +92.1% |
| YTD | +25.6% | -28.3% | +53.9% | +28.6% |
| 1Y | -1.5% | -7.0% | +5.5% | -4.4% |
| 3Y | -9.9% | +37.6% | -47.5% | -19.2% |
| All | -9.9% | +39.5% | -49.5% | -19.2% |
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 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