-19.1%
IBRX vs VT
+222.7%
-241.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.6% | -8.4% | -7.8% |
| 7D | -24.2% | +2.9% | -27.1% | -29.1% |
| 30D | -38.1% | -2.5% | -35.6% | -35.2% |
| 3M | -21.6% | -3.3% | -18.2% | -16.3% |
| 6M | -25.2% | +1.5% | -26.8% | -27.6% |
| YTD | +206.6% | +11.4% | +195.2% | +149.0% |
| 1Y | +194.7% | +11.9% | +182.8% | +137.2% |
| 3Y | +95.2% | +73.9% | +21.3% | -29.6% |
| 5Y | -21.4% | +57.9% | -79.3% | -62.0% |
| All | -19.1% | +222.7% | -241.8% | -85.3% |
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