+724.9%
IWF vs INCY
+407.8%
+317.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | 0.0% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -1.3% | +3.2% | -4.5% | -1.8% |
| 3M | +0.1% | +23.6% | -23.5% | -3.6% |
| 6M | +10.3% | +29.7% | -19.4% | +5.2% |
| YTD | +4.2% | +25.9% | -21.8% | -0.3% |
| 1Y | +9.3% | +43.7% | -34.4% | +2.1% |
| 3Y | +79.3% | +94.4% | -15.1% | +57.1% |
| 5Y | +73.8% | +68.0% | +5.8% | +55.1% |
| 10Y | +410.9% | +52.5% | +358.4% | +345.7% |
| All | +724.9% | +407.8% | +317.2% | +300.7% |
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