+198.1%
IWD vs INCY
+54.2%
+143.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -0.8% | -4.2% | +3.4% | -0.1% |
| 30D | -0.8% | +0.6% | -1.4% | -1.0% |
| 3M | +6.9% | +12.6% | -5.7% | +4.4% |
| 6M | +18.3% | +28.3% | -10.0% | +12.7% |
| YTD | +22.4% | +23.0% | -0.6% | +17.2% |
| 1Y | +27.4% | +41.0% | -13.5% | +18.7% |
| 3Y | +71.2% | +88.6% | -17.4% | +48.7% |
| 5Y | +75.7% | +70.8% | +4.9% | +54.2% |
| All | +198.1% | +54.2% | +143.9% | +144.7% |
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