+201.0%
IBRX vs SPY
+12.1%
+188.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | -30.3% | +2.6% | -32.9% | -33.4% |
| 30D | -39.3% | -2.0% | -37.3% | -36.7% |
| 3M | -21.3% | -2.8% | -18.5% | -17.0% |
| 6M | -26.1% | +2.1% | -28.3% | -27.6% |
| YTD | +204.0% | +11.5% | +192.6% | +142.7% |
| 1Y | +201.0% | +13.5% | +187.5% | +135.6% |
| All | +201.0% | +12.1% | +188.9% | +135.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling