-61.1%
GTLB vs IONS
-14.9%
-46.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -9.6% | -29.4% | +19.8% | -0.4% |
| 30D | -15.5% | -35.1% | +19.6% | -4.3% |
| 3M | +12.4% | -48.9% | +61.3% | +36.1% |
| 6M | +84.6% | -62.4% | +147.0% | +139.8% |
| YTD | +26.1% | -64.2% | +90.3% | +65.3% |
| 1Y | +1.7% | -60.9% | +62.6% | +28.3% |
| 3Y | +6.1% | -38.9% | +45.0% | +2.2% |
| 5Y | -61.1% | -15.6% | -45.5% | -72.2% |
| All | -61.1% | -14.9% | -46.2% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling