+95.6%
INCY vs IRM
+102.2%
-6.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -2.2% | +3.0% | -5.2% | -2.6% |
| 30D | +3.7% | -5.2% | +8.9% | +4.3% |
| 3M | +22.1% | -8.0% | +30.1% | +23.2% |
| 6M | +29.8% | +9.2% | +20.6% | +27.3% |
| YTD | +27.6% | +41.0% | -13.4% | +20.3% |
| 1Y | +47.2% | +23.3% | +24.0% | +41.3% |
| All | +95.6% | +102.2% | -6.6% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling