+647.3%
INCY vs IOVA
-91.6%
+739.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | +1.9% | +9.7% | -7.8% | +1.6% |
| 30D | +5.8% | +102.5% | -96.7% | +3.2% |
| 3M | +25.2% | +100.7% | -75.5% | +21.9% |
| 6M | +28.2% | +106.3% | -78.1% | +24.4% |
| YTD | +28.3% | +222.0% | -193.6% | +22.6% |
| 1Y | +48.3% | +299.5% | -251.2% | +40.3% |
| 3Y | +95.9% | +42.9% | +53.0% | +86.5% |
| 5Y | +66.6% | -65.0% | +131.6% | +61.4% |
| 10Y | +54.5% | +10.3% | +44.2% | +44.4% |
| All | +647.3% | -91.6% | +739.0% | +574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling