+129.0%
IEF vs INCY
+2,017.8%
-1,888.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -0.3% | -2.2% | +1.9% | -0.3% |
| 30D | -0.6% | +3.7% | -4.2% | -0.5% |
| 3M | -1.0% | +22.1% | -23.1% | -0.7% |
| 6M | -3.1% | +29.8% | -32.8% | -2.6% |
| YTD | -1.9% | +27.6% | -29.4% | -1.4% |
| 1Y | -1.4% | +47.2% | -48.6% | -0.7% |
| 3Y | +9.8% | +97.0% | -87.2% | +11.3% |
| 5Y | -8.8% | +73.4% | -82.2% | -7.7% |
| 10Y | +4.7% | +59.2% | -54.6% | +6.6% |
| All | +129.0% | +2,017.8% | -1,888.9% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling