-25.7%
IREN vs INCY
+83.7%
-109.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.5% |
| 7D | -16.0% | +1.1% | -17.1% | -16.3% |
| 30D | -40.5% | +8.4% | -49.0% | -42.3% |
| 3M | -59.4% | +0.4% | -59.8% | -59.5% |
| 6M | -67.1% | +22.4% | -89.5% | -70.6% |
| YTD | -51.9% | +22.5% | -74.4% | -57.4% |
| 1Y | -62.7% | +14.8% | -77.4% | -65.9% |
| 3Y | +507.7% | +127.7% | +380.0% | +281.8% |
| All | -25.7% | +83.7% | -109.4% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling