+990.2%
IBKR vs INCY
+54.2%
+936.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.5% |
| 7D | -1.3% | -4.2% | +2.8% | -0.5% |
| 30D | -0.2% | +0.6% | -0.8% | -0.4% |
| 3M | +3.0% | +12.6% | -9.7% | -0.2% |
| 6M | +33.9% | +28.3% | +5.5% | +25.9% |
| YTD | +42.5% | +23.0% | +19.5% | +35.2% |
| 1Y | +44.9% | +41.0% | +3.9% | +33.1% |
| 3Y | +293.0% | +88.6% | +204.4% | +231.9% |
| 5Y | +497.7% | +70.8% | +426.9% | +410.5% |
| All | +990.2% | +54.2% | +936.0% | +731.6% |
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