+38.6%
INCY vs IRE
-98.1%
+136.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.4% | +13.8% | -0.5% |
| 7D | +1.1% | -31.8% | +32.9% | +1.2% |
| 30D | +8.4% | -71.8% | +80.2% | +8.7% |
| 3M | +0.4% | -88.9% | +89.3% | +0.9% |
| 6M | +22.4% | -95.4% | +117.8% | +24.2% |
| YTD | +22.5% | -94.2% | +116.7% | +18.0% |
| 1Y | +14.8% | -97.1% | +111.9% | +14.2% |
| All | +38.6% | -98.1% | +136.7% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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