-67.4%
IREN vs INCY
+20.6%
-88.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +4.5% | -15.7% | -10.6% |
| 7D | -24.7% | +5.1% | -29.8% | -24.1% |
| 30D | -46.4% | +7.6% | -54.0% | -45.8% |
| 3M | -46.9% | +1.9% | -48.7% | -46.1% |
| 6M | -56.1% | +26.5% | -82.6% | -57.8% |
| YTD | -42.5% | +24.4% | -66.9% | -47.2% |
| 1Y | -67.4% | +19.4% | -86.8% | -67.8% |
| All | -67.4% | +20.6% | -88.0% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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