+49.7%
INCY vs IRM
+440.8%
-391.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -4.2% | -1.4% | -2.7% | -3.9% |
| 30D | +0.6% | -7.4% | +8.0% | +1.8% |
| 3M | +12.6% | -7.4% | +20.0% | +13.9% |
| 6M | +28.3% | +8.7% | +19.7% | +25.6% |
| YTD | +23.0% | +40.9% | -18.0% | +14.6% |
| 1Y | +41.0% | +20.5% | +20.5% | +34.9% |
| 3Y | +88.6% | +101.7% | -13.1% | +60.5% |
| 5Y | +70.8% | +197.7% | -126.9% | +33.3% |
| All | +49.7% | +440.8% | -391.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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