+1,826.3%
INCY vs IAG
+303.8%
+1,522.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +1.1% | -7.7% | +8.8% | +1.7% |
| 30D | +8.4% | +1.6% | +6.8% | +8.1% |
| 3M | +0.4% | -2.4% | +2.8% | +0.3% |
| 6M | +22.4% | -7.8% | +30.2% | +22.3% |
| YTD | +22.5% | +5.0% | +17.4% | +20.2% |
| 1Y | +14.8% | +25.7% | -10.9% | +11.0% |
| 3Y | +127.7% | +694.5% | -566.8% | +84.2% |
| 5Y | +84.4% | +421.7% | -337.3% | +49.6% |
| 10Y | +15.7% | +382.5% | -366.7% | -11.8% |
| All | +1,826.3% | +303.8% | +1,522.5% | +1,045.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling