+753.8%
IWM vs INCY
+393.8%
+360.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | +2.3% | +8.4% | -6.2% | +0.6% |
| 3M | -8.3% | +0.4% | -8.7% | -8.5% |
| 6M | -1.3% | +22.4% | -23.7% | -5.8% |
| YTD | +13.5% | +22.5% | -9.0% | +8.1% |
| 1Y | +18.4% | +14.8% | +3.6% | +14.1% |
| 3Y | +69.6% | +127.7% | -58.1% | +40.2% |
| 5Y | +23.3% | +84.4% | -61.1% | +5.8% |
| 10Y | +147.0% | +15.7% | +131.2% | +120.2% |
| All | +753.8% | +393.8% | +360.1% | +244.0% |
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