+68.2%
IVV vs INCY
+75.2%
-7.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -5.4% | +5.5% | -10.8% | -6.3% |
| 3M | -4.1% | +1.1% | -5.1% | -4.4% |
| 6M | +0.7% | +19.8% | -19.1% | -3.2% |
| YTD | +8.7% | +21.1% | -12.4% | +3.9% |
| 1Y | +11.0% | +13.7% | -2.8% | +7.3% |
| 3Y | +75.4% | +119.3% | -43.8% | +41.6% |
| All | +68.2% | +75.2% | -7.1% | +45.3% |
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