+51.9%
INCY vs IOVA
+3.8%
+48.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.3% | -1.8% |
| 7D | -3.7% | -6.4% | +2.7% | -3.1% |
| 30D | +1.8% | +25.4% | -23.6% | -0.7% |
| 3M | +17.0% | +115.3% | -98.4% | +6.5% |
| 6M | +28.4% | +56.5% | -28.1% | +19.7% |
| YTD | +24.8% | +198.2% | -173.4% | +7.8% |
| 1Y | +42.9% | +242.0% | -199.1% | +20.3% |
| 3Y | +92.7% | +36.8% | +55.9% | +61.5% |
| 5Y | +73.3% | -64.3% | +137.6% | +56.7% |
| All | +51.9% | +3.8% | +48.1% | +6.5% |
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