-76.7%
IBRX vs SPY
+344.6%
-421.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -0.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | +11.4% | +0.1% | +11.4% | +11.5% |
| 3M | +10.8% | +2.0% | +8.8% | +6.6% |
| 6M | -10.2% | +13.0% | -23.2% | -27.6% |
| YTD | +308.1% | +13.5% | +294.5% | +224.5% |
| 1Y | +238.1% | +20.0% | +218.1% | +144.4% |
| 3Y | +428.1% | +77.2% | +350.9% | +95.2% |
| 5Y | -26.2% | +81.9% | -108.1% | -70.9% |
| 10Y | +0.9% | +314.1% | -313.2% | -90.0% |
| All | -76.7% | +344.6% | -421.2% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling