+66.9%
IYR vs INCY
+54.2%
+12.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.0% |
| 7D | -1.4% | -4.2% | +2.8% | -0.7% |
| 30D | -2.7% | +0.6% | -3.2% | -2.8% |
| 3M | -2.1% | +12.6% | -14.8% | -4.2% |
| 6M | +3.6% | +28.3% | -24.7% | -0.9% |
| YTD | +8.1% | +23.0% | -14.8% | +3.9% |
| 1Y | +4.7% | +41.0% | -36.2% | -1.8% |
| 3Y | +29.1% | +88.6% | -59.5% | +13.5% |
| 5Y | +6.9% | +70.8% | -63.9% | -5.1% |
| All | +66.9% | +54.2% | +12.7% | +42.0% |
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 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