-52.0%
GTLB vs IONS
+72.2%
-124.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +11.1% | -4.8% | +15.9% | +12.9% |
| 30D | +37.8% | +7.2% | +30.6% | +34.4% |
| 3M | +61.6% | -22.7% | +84.3% | +70.9% |
| 6M | +98.9% | -26.9% | +125.8% | +113.5% |
| YTD | +32.8% | -26.6% | +59.3% | +41.5% |
| 1Y | +14.7% | -2.1% | +16.8% | +7.7% |
| 3Y | +1.3% | +43.4% | -42.1% | -29.3% |
| All | -52.0% | +72.2% | -124.2% | -69.2% |
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 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