-14.7%
IBRX vs VT
+59.8%
-74.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -3.8% |
| 7D | -25.3% | -0.7% | -24.6% | -24.9% |
| 30D | -34.1% | -1.7% | -32.3% | -31.8% |
| 3M | -12.2% | -2.3% | -9.9% | -7.6% |
| 6M | -17.8% | +1.5% | -19.3% | -21.5% |
| YTD | +236.9% | +12.0% | +224.8% | +152.4% |
| 1Y | +211.7% | +12.9% | +198.8% | +129.2% |
| 3Y | +114.5% | +74.9% | +39.5% | -47.9% |
| 5Y | -14.7% | +59.9% | -74.6% | -72.8% |
| All | -14.7% | +59.8% | -74.5% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling