-4.0%
IBRX vs VT
+223.7%
-227.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | +2.6% | -20.3% | -22.6% |
| 7D | -10.6% | +0.4% | -10.9% | -11.8% |
| 30D | -32.4% | -2.6% | -29.8% | -29.1% |
| 3M | -6.9% | -3.2% | -3.7% | -0.9% |
| 6M | -16.5% | +0.9% | -17.4% | -18.3% |
| YTD | +259.1% | +11.3% | +247.8% | +191.7% |
| 1Y | +233.8% | +14.0% | +219.8% | +158.9% |
| 3Y | +149.9% | +75.8% | +74.1% | -11.7% |
| 5Y | -12.2% | +57.8% | -70.1% | -57.6% |
| 10Y | -4.0% | +219.8% | -223.8% | -81.8% |
| All | -4.0% | +223.7% | -227.7% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling