-2.7%
IEF vs INCY
+41.2%
-44.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -1.3% | -4.2% | +2.8% | -1.2% |
| 30D | -1.7% | +0.6% | -2.3% | -1.8% |
| 3M | -2.5% | +12.6% | -15.2% | -2.8% |
| 6M | -3.3% | +28.3% | -31.6% | -3.9% |
| YTD | -2.8% | +23.0% | -25.8% | -3.4% |
| 1Y | -2.7% | +41.0% | -43.7% | -3.4% |
| All | -2.7% | +41.2% | -44.0% | -3.4% |
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