+93.1%
INCY vs IOVA
+45.5%
+47.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.8% |
| 7D | -0.5% | +5.1% | -5.6% | -0.9% |
| 30D | +3.2% | +37.2% | -34.0% | +0.5% |
| 3M | +23.6% | +117.5% | -93.9% | +14.9% |
| 6M | +29.7% | +69.6% | -39.9% | +22.1% |
| YTD | +25.9% | +218.7% | -192.7% | +11.6% |
| 1Y | +43.7% | +265.5% | -221.8% | +25.0% |
| All | +93.1% | +45.5% | +47.7% | +59.7% |
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