-54.6%
GTLB vs IONS
+68.1%
-122.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.6% |
| 7D | +4.6% | -5.3% | +9.9% | +6.5% |
| 30D | +21.0% | +0.3% | +20.7% | +20.6% |
| 3M | +51.7% | -22.9% | +74.6% | +60.5% |
| 6M | +89.3% | -23.4% | +112.7% | +99.4% |
| YTD | +25.6% | -28.3% | +53.9% | +35.0% |
| 1Y | -1.5% | -7.0% | +5.5% | -5.7% |
| 3Y | -9.9% | +37.6% | -47.5% | -35.8% |
| All | -54.6% | +68.1% | -122.7% | -70.6% |
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