+423.4%
IBRX vs SPY
+76.5%
+346.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.0% |
| 7D | +1.4% | -0.4% | +1.7% | +2.0% |
| 30D | +7.6% | -1.4% | +9.0% | +10.3% |
| 3M | +11.2% | +3.7% | +7.5% | +3.9% |
| 6M | -4.6% | +13.0% | -17.6% | -22.9% |
| YTD | +307.1% | +12.4% | +294.7% | +229.5% |
| 1Y | +213.6% | +18.5% | +195.1% | +131.8% |
| All | +423.4% | +76.5% | +346.8% | +50.0% |
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 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