+66.7%
IBIT vs INCY
+95.7%
-29.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +20.6% | +3.2% | +17.4% | +19.7% |
| 3M | +23.7% | +23.6% | +0.1% | +16.8% |
| 6M | +15.0% | +29.7% | -14.7% | +6.9% |
| YTD | -10.6% | +25.9% | -36.5% | -16.4% |
| 1Y | -30.3% | +43.7% | -74.0% | -37.4% |
| All | +66.7% | +95.7% | -29.0% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling