+15.3%
INCY vs IOVA
+0.8%
+14.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +1.1% | -3.5% | +4.6% | +1.4% |
| 30D | +8.4% | -45.4% | +53.8% | +13.5% |
| 3M | +0.4% | +19.0% | -18.6% | -3.4% |
| 6M | +22.4% | +112.0% | -89.6% | +9.4% |
| YTD | +22.5% | +184.2% | -161.8% | +4.7% |
| 1Y | +14.8% | +222.0% | -207.2% | -3.5% |
| 3Y | +127.7% | +92.6% | +35.2% | +83.0% |
| 5Y | +84.4% | -63.2% | +147.5% | +63.7% |
| All | +15.3% | +0.8% | +14.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling