+80.1%
IVV vs INCY
+100.4%
-20.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.1% |
| 30D | +0.1% | +5.8% | -5.7% | -0.6% |
| 3M | +2.0% | +25.2% | -23.2% | -1.0% |
| 6M | +13.0% | +28.2% | -15.2% | +9.3% |
| YTD | +13.6% | +28.3% | -14.7% | +9.6% |
| 1Y | +20.1% | +48.3% | -28.3% | +13.5% |
| All | +80.1% | +100.4% | -20.2% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling