+73.4%
IWF vs INCY
+69.5%
+3.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.5% |
| 7D | -1.7% | -3.7% | +2.0% | -1.1% |
| 30D | -1.8% | +1.8% | -3.7% | -2.2% |
| 3M | +1.5% | +17.0% | -15.5% | -1.9% |
| 6M | +7.7% | +28.4% | -20.7% | +2.0% |
| YTD | +2.7% | +24.8% | -22.1% | -2.5% |
| 1Y | +6.8% | +42.9% | -36.2% | -1.8% |
| 3Y | +76.9% | +92.7% | -15.8% | +48.5% |
| 5Y | +73.4% | +73.3% | +0.1% | +49.3% |
| All | +73.4% | +69.5% | +3.9% | +49.3% |
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 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