+312.0%
IVV vs INCY
+16.0%
+296.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.3% | +3.1% | +0.2% | +2.7% |
| 30D | -2.7% | +12.0% | -14.7% | -4.9% |
| 3M | -1.7% | +0.8% | -2.5% | -2.0% |
| 6M | +3.2% | +22.8% | -19.6% | -1.7% |
| YTD | +12.0% | +23.2% | -11.2% | +6.3% |
| 1Y | +12.1% | +12.4% | -0.3% | +8.3% |
| 3Y | +78.6% | +132.1% | -53.5% | +44.5% |
| 5Y | +73.8% | +85.5% | -11.7% | +47.1% |
| All | +312.0% | +16.0% | +296.0% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling