+4.7%
GTLB vs IONS
-38.5%
+43.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -9.6% | -29.4% | +19.8% | -5.9% |
| 30D | -15.5% | -35.1% | +19.6% | -11.0% |
| 3M | +12.4% | -48.9% | +61.3% | +21.4% |
| 6M | +84.6% | -62.4% | +147.0% | +104.0% |
| YTD | +26.1% | -64.2% | +90.3% | +40.0% |
| 1Y | +1.7% | -60.9% | +62.6% | +10.8% |
| All | +4.7% | -38.5% | +43.1% | -1.9% |
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