+165.3%
IWM vs INCY
+56.5%
+108.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -2.5% | -3.7% | +1.2% | -1.7% |
| 30D | -4.4% | +1.8% | -6.2% | -4.9% |
| 3M | +2.2% | +17.0% | -14.7% | -1.9% |
| 6M | +14.0% | +28.4% | -14.4% | +6.7% |
| YTD | +17.4% | +24.8% | -7.5% | +10.3% |
| 1Y | +22.9% | +42.9% | -20.0% | +11.4% |
| 3Y | +62.1% | +92.7% | -30.6% | +33.5% |
| 5Y | +38.2% | +73.3% | -35.2% | +15.9% |
| All | +165.3% | +56.5% | +108.7% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling