+19.4%
INCY vs ITOT
+14.7%
+4.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +2.9% | +3.8% |
| 7D | +5.1% | -0.7% | +5.8% | +5.4% |
| 30D | +7.6% | -1.1% | +8.7% | +8.0% |
| 3M | +1.9% | -0.8% | +2.7% | +2.1% |
| 6M | +26.5% | +7.0% | +19.5% | +19.1% |
| YTD | +24.4% | +13.3% | +11.0% | +10.3% |
| 1Y | +19.4% | +14.8% | +4.5% | +4.8% |
| All | +19.4% | +14.7% | +4.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling