+37.1%
INCY vs IRE
-97.2%
+134.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +39.6% | -38.2% | +1.3% |
| 7D | -0.6% | -27.2% | +26.6% | -0.7% |
| 30D | +5.5% | -75.1% | +80.6% | +5.8% |
| 3M | +1.1% | -77.9% | +78.9% | +1.4% |
| 6M | +19.8% | -94.6% | +114.4% | +22.1% |
| YTD | +21.1% | -91.5% | +112.7% | +16.6% |
| 1Y | +13.7% | -97.8% | +111.6% | +20.0% |
| All | +37.1% | -97.2% | +134.3% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling