+20.1%
INCY vs INFQ
-7.9%
+28.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | -4.2% | +2.1% | -6.3% | -4.2% |
| 30D | +0.6% | +6.1% | -5.6% | +0.4% |
| 3M | +12.6% | -7.1% | +19.7% | +12.8% |
| 6M | +28.3% | +14.8% | +13.5% | +20.6% |
| All | +20.1% | -7.9% | +28.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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