+322.1%
IVV vs INCY
+56.1%
+266.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -0.4% | -2.2% | +1.8% | +0.1% |
| 30D | -1.4% | +3.7% | -5.0% | -2.1% |
| 3M | +3.7% | +22.1% | -18.4% | -0.7% |
| 6M | +13.0% | +29.8% | -16.7% | +6.7% |
| YTD | +12.4% | +27.6% | -15.1% | +6.3% |
| 1Y | +18.6% | +47.2% | -28.6% | +8.5% |
| 3Y | +78.1% | +97.0% | -18.9% | +50.1% |
| 5Y | +82.3% | +73.4% | +8.9% | +56.6% |
| 10Y | +322.1% | +59.2% | +262.9% | +237.6% |
| All | +322.1% | +56.1% | +266.0% | +237.6% |
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