+219.7%
IAU vs INCY
+54.2%
+165.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -2.0% | -4.2% | +2.2% | -2.0% |
| 30D | -1.5% | +0.6% | -2.1% | -1.5% |
| 3M | +3.3% | +12.6% | -9.4% | +3.2% |
| 6M | -16.2% | +28.3% | -44.6% | -16.5% |
| YTD | +0.7% | +23.0% | -22.3% | +0.4% |
| 1Y | +19.2% | +41.0% | -21.7% | +18.8% |
| 3Y | +124.4% | +88.6% | +35.8% | +122.8% |
| 5Y | +140.0% | +70.8% | +69.2% | +138.5% |
| All | +219.7% | +54.2% | +165.5% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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