+6,474.9%
INCY vs IFF
+426.7%
+6,048.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -3.7% | -2.8% | -0.9% | -2.5% |
| 30D | +1.8% | -1.1% | +2.9% | +2.2% |
| 3M | +17.0% | +13.8% | +3.1% | +10.2% |
| 6M | +28.4% | +16.7% | +11.7% | +18.3% |
| YTD | +24.8% | +26.1% | -1.3% | +10.9% |
| 1Y | +42.9% | +33.5% | +9.4% | +23.5% |
| 3Y | +92.7% | +31.6% | +61.1% | +60.6% |
| 5Y | +73.3% | -34.9% | +108.2% | +86.8% |
| 10Y | +55.8% | -20.3% | +76.1% | +36.0% |
| All | +6,474.9% | +426.7% | +6,048.3% | +2,438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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