+10.6%
IBKR vs INCY
+20.6%
-10.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | +0.2% |
| 7D | -6.8% | +5.1% | -11.9% | -7.2% |
| 30D | -12.5% | +7.6% | -20.2% | -13.2% |
| 3M | -12.0% | +1.9% | -13.9% | -12.2% |
| 6M | -4.5% | +26.5% | -31.0% | -9.7% |
| YTD | +21.5% | +24.4% | -2.9% | +14.8% |
| 1Y | +10.6% | +19.4% | -8.7% | +5.5% |
| All | +10.6% | +20.6% | -10.0% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling