+859.8%
IAU vs INCY
+1,286.8%
-427.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +0.3% | +3.2% | -2.9% | +0.3% |
| 3M | +0.7% | +23.6% | -22.9% | +0.7% |
| 6M | -15.5% | +29.7% | -45.2% | -15.5% |
| YTD | +1.0% | +25.9% | -25.0% | +1.0% |
| 1Y | +19.6% | +43.7% | -24.2% | +19.6% |
| 3Y | +125.4% | +94.4% | +31.0% | +125.8% |
| 5Y | +140.7% | +68.0% | +72.8% | +141.1% |
| 10Y | +218.1% | +52.5% | +165.6% | +219.0% |
| All | +859.8% | +1,286.8% | -427.0% | +848.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling