+747.8%
IWD vs INCY
+393.8%
+354.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +3.6% | +8.4% | -4.8% | +2.4% |
| 3M | +2.2% | +0.4% | +1.8% | +2.0% |
| 6M | +13.0% | +22.4% | -9.5% | +9.4% |
| YTD | +26.5% | +22.5% | +4.0% | +22.2% |
| 1Y | +30.1% | +14.8% | +15.4% | +26.8% |
| 3Y | +84.9% | +127.7% | -42.9% | +61.7% |
| 5Y | +73.4% | +84.4% | -11.0% | +55.4% |
| 10Y | +204.0% | +15.7% | +188.3% | +179.0% |
| All | +747.8% | +393.8% | +354.1% | +336.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling