+27.9%
IWD vs INCY
+43.7%
-15.8%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -2.3% | -3.7% | +1.4% | -2.0% |
| 30D | -1.8% | +1.8% | -3.6% | -2.0% |
| 3M | +8.0% | +17.0% | -8.9% | +6.2% |
| 6M | +17.0% | +28.4% | -11.4% | +13.4% |
| YTD | +21.3% | +24.8% | -3.5% | +17.6% |
| 1Y | +27.9% | +42.9% | -15.0% | +21.5% |
| All | +27.9% | +43.7% | -15.8% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling