+73.0%
IWD vs INCY
+86.9%
-13.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.7% | +3.1% | -1.4% | +1.1% |
| 30D | +3.2% | +12.0% | -8.8% | +1.2% |
| 3M | +2.3% | +0.8% | +1.5% | +2.0% |
| 6M | +12.9% | +22.8% | -9.8% | +8.3% |
| YTD | +26.2% | +23.2% | +3.0% | +20.5% |
| 1Y | +28.3% | +12.4% | +15.9% | +24.5% |
| 3Y | +84.4% | +132.1% | -47.7% | +48.7% |
| 5Y | +73.0% | +85.5% | -12.5% | +49.4% |
| All | +73.0% | +86.9% | -13.9% | +49.4% |
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