+93.9%
IBRX vs SPY
+79.4%
+14.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -3.3% |
| 7D | -25.3% | -0.9% | -24.4% | -24.4% |
| 30D | -34.1% | -2.4% | -31.7% | -31.4% |
| 3M | -12.2% | -1.2% | -11.1% | -10.3% |
| 6M | -17.8% | +3.3% | -21.1% | -22.3% |
| YTD | +236.9% | +12.3% | +224.6% | +175.2% |
| 1Y | +211.7% | +12.4% | +199.2% | +154.1% |
| All | +93.9% | +79.4% | +14.5% | -35.3% |
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