+209.4%
IEFA vs INCY
+658.6%
-449.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -2.4% | -3.7% | +1.3% | -1.9% |
| 30D | -2.1% | +1.8% | -3.9% | -2.4% |
| 3M | +5.5% | +17.0% | -11.4% | +3.2% |
| 6M | +8.1% | +28.4% | -20.3% | +4.3% |
| YTD | +11.9% | +24.8% | -12.9% | +8.2% |
| 1Y | +18.1% | +42.9% | -24.9% | +11.9% |
| 3Y | +65.5% | +92.7% | -27.2% | +48.9% |
| 5Y | +50.1% | +73.3% | -23.3% | +36.1% |
| 10Y | +144.2% | +55.8% | +88.4% | +116.3% |
| All | +209.4% | +658.6% | -449.2% | +138.7% |
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