+70.1%
IWD vs INCY
+96.8%
-26.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -1.2% | -2.2% | +1.0% | -0.9% |
| 30D | -1.6% | +3.7% | -5.3% | -2.1% |
| 3M | +7.0% | +22.1% | -15.1% | +4.0% |
| 6M | +17.0% | +29.8% | -12.8% | +12.5% |
| YTD | +21.6% | +27.6% | -6.0% | +17.1% |
| 1Y | +28.0% | +47.2% | -19.2% | +20.4% |
| All | +70.1% | +96.8% | -26.7% | +47.3% |
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 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