-82.6%
IBRX vs SPY
+336.5%
-419.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.2% |
| 7D | -30.3% | +2.6% | -32.9% | -34.1% |
| 30D | -39.3% | -2.0% | -37.3% | -37.2% |
| 3M | -21.3% | -2.8% | -18.5% | -17.2% |
| 6M | -26.1% | +2.1% | -28.3% | -29.2% |
| YTD | +204.0% | +11.5% | +192.6% | +149.5% |
| 1Y | +201.0% | +13.5% | +187.5% | +139.4% |
| 3Y | +75.0% | +77.7% | -2.7% | -36.6% |
| 5Y | -22.0% | +72.6% | -94.6% | -66.6% |
| 10Y | -20.5% | +308.2% | -328.6% | -92.0% |
| All | -82.6% | +336.5% | -419.1% | -98.4% |
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