-100.0%
IBIO vs SPY
+322.5%
-422.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | -7.6% | -0.8% | -6.9% | -7.2% |
| 30D | -17.7% | -1.1% | -16.6% | -17.2% |
| 3M | -27.5% | +3.9% | -31.4% | -29.0% |
| 6M | -50.2% | +13.6% | -63.8% | -53.3% |
| YTD | -37.3% | +12.7% | -50.0% | -40.8% |
| 1Y | +26.0% | +17.5% | +8.5% | +17.0% |
| 3Y | -78.4% | +76.9% | -155.3% | -82.8% |
| 5Y | -99.8% | +83.6% | -183.4% | -99.8% |
| All | -100.0% | +322.5% | -422.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling