+20.7%
INCY vs INIO
-38.1%
+58.7%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -1.5% |
| 7D | -4.2% | -2.0% | -2.1% | -4.1% |
| 30D | +0.6% | -27.9% | +28.5% | +0.6% |
| 3M | +12.6% | -39.0% | +51.6% | +12.5% |
| All | +20.7% | -38.1% | +58.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling