+130.2%
INCY vs IOVA
+107.4%
+22.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.5% | -7.0% | +6.5% | 0.0% |
| 30D | +9.8% | -44.4% | +54.2% | +13.7% |
| 3M | +1.0% | +24.7% | -23.7% | -2.6% |
| 6M | +21.9% | +118.6% | -96.8% | +10.6% |
| YTD | +23.8% | +196.3% | -172.5% | +7.9% |
| 1Y | +13.0% | +205.3% | -192.2% | -2.0% |
| All | +130.2% | +107.4% | +22.7% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling