+1,252.0%
INCY vs IRM
+9,964.6%
-8,712.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +5.8% | -8.1% | +13.9% | +8.6% |
| 3M | +25.2% | -9.7% | +34.9% | +28.7% |
| 6M | +28.2% | +10.0% | +18.2% | +22.7% |
| YTD | +28.3% | +43.0% | -14.7% | +12.0% |
| 1Y | +48.3% | +32.7% | +15.7% | +32.1% |
| 3Y | +95.9% | +102.7% | -6.8% | +45.6% |
| 5Y | +66.6% | +187.6% | -121.0% | +6.3% |
| 10Y | +54.5% | +420.1% | -365.6% | -26.8% |
| All | +1,252.0% | +9,964.6% | -8,712.6% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling