-76.7%
IBRX vs VT
+236.4%
-313.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.4% | +0.4% | -0.1% | -0.4% |
| 30D | +11.4% | +1.0% | +10.5% | +9.7% |
| 3M | +10.8% | +2.4% | +8.5% | +5.8% |
| 6M | -10.2% | +12.0% | -22.2% | -27.2% |
| YTD | +308.1% | +15.3% | +292.7% | +210.9% |
| 1Y | +238.1% | +22.6% | +215.5% | +130.3% |
| 3Y | +428.1% | +74.7% | +353.4% | +93.4% |
| 5Y | -26.2% | +66.1% | -92.4% | -66.9% |
| 10Y | +0.9% | +225.0% | -224.1% | -83.8% |
| All | -76.7% | +236.4% | -313.1% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling