+13.9%
IEMG vs INCY
+20.6%
-6.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.7% |
| 7D | -3.1% | +5.1% | -8.2% | -3.4% |
| 30D | -10.3% | +7.6% | -18.0% | -10.7% |
| 3M | -6.6% | +1.9% | -8.5% | -6.6% |
| 6M | -3.9% | +26.5% | -30.3% | -7.0% |
| YTD | +12.4% | +24.4% | -12.0% | +7.8% |
| 1Y | +13.9% | +19.4% | -5.5% | +9.8% |
| All | +13.9% | +20.6% | -6.7% | +9.8% |
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