-80.7%
IBRX vs SPY
+339.7%
-420.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -3.5% |
| 7D | -25.3% | -0.9% | -24.4% | -24.6% |
| 30D | -34.1% | -2.4% | -31.7% | -31.4% |
| 3M | -12.2% | -1.2% | -11.1% | -10.4% |
| 6M | -17.8% | +3.3% | -21.1% | -22.8% |
| YTD | +236.9% | +12.3% | +224.6% | +172.7% |
| 1Y | +211.7% | +12.4% | +199.2% | +151.8% |
| 3Y | +114.5% | +78.8% | +35.7% | -23.2% |
| 5Y | -14.7% | +75.2% | -89.9% | -64.4% |
| 10Y | -11.9% | +311.1% | -323.0% | -91.3% |
| All | -80.7% | +339.7% | -420.4% | -98.2% |
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