-78.4%
IBIO vs SPY
+77.0%
-155.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.8% |
| 7D | -7.6% | -0.8% | -6.9% | -6.6% |
| 30D | -17.7% | -1.1% | -16.6% | -16.5% |
| 3M | -27.5% | +3.9% | -31.4% | -31.5% |
| 6M | -50.2% | +13.6% | -63.8% | -58.3% |
| YTD | -37.3% | +12.7% | -50.0% | -46.6% |
| 1Y | +26.0% | +17.5% | +8.5% | +2.7% |
| 3Y | -78.4% | +76.9% | -155.3% | -86.9% |
| All | -78.4% | +77.0% | -155.4% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling