+127.7%
INCY vs IAG
+663.0%
-535.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +1.1% | -7.7% | +8.8% | +1.2% |
| 30D | +8.4% | +1.6% | +6.8% | +8.4% |
| 3M | +0.4% | -2.4% | +2.8% | +0.4% |
| 6M | +22.4% | -7.8% | +30.2% | +22.6% |
| YTD | +22.5% | +5.0% | +17.4% | +22.6% |
| 1Y | +14.8% | +25.7% | -10.9% | +14.8% |
| 3Y | +127.7% | +694.5% | -566.8% | +128.9% |
| All | +127.7% | +663.0% | -535.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling