+48.3%
IEMG vs INCY
+69.3%
-21.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -1.3% | -4.2% | +2.9% | -0.8% |
| 30D | +1.9% | +0.6% | +1.3% | +1.8% |
| 3M | +1.4% | +12.6% | -11.2% | -0.4% |
| 6M | +15.2% | +28.3% | -13.2% | +10.9% |
| YTD | +23.8% | +23.0% | +0.8% | +19.7% |
| 1Y | +30.7% | +41.0% | -10.3% | +23.8% |
| 3Y | +83.3% | +88.6% | -5.3% | +63.9% |
| All | +48.3% | +69.3% | -21.0% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling