+213.7%
ICE vs INCY
+54.2%
+159.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -2.4% | -4.2% | +1.8% | -1.8% |
| 30D | +4.0% | +0.6% | +3.4% | +3.9% |
| 3M | +13.7% | +12.6% | +1.0% | +11.4% |
| 6M | +0.9% | +28.3% | -27.4% | -3.2% |
| YTD | -2.1% | +23.0% | -25.1% | -5.6% |
| 1Y | -9.5% | +41.0% | -50.5% | -14.8% |
| 3Y | +42.1% | +88.6% | -46.5% | +25.6% |
| 5Y | +41.4% | +70.8% | -29.4% | +26.1% |
| All | +213.7% | +54.2% | +159.5% | +166.0% |
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