+83.3%
IEMG vs REGN
-4.3%
+87.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -1.3% | -5.6% | +4.3% | -0.6% |
| 30D | +1.9% | -2.0% | +3.9% | +2.1% |
| 3M | +1.4% | +28.0% | -26.5% | -1.8% |
| 6M | +15.2% | +1.2% | +14.0% | +15.0% |
| YTD | +23.8% | +1.6% | +22.2% | +23.5% |
| 1Y | +30.7% | +38.2% | -7.6% | +24.7% |
| 3Y | +83.3% | -5.4% | +88.6% | +79.4% |
| All | +83.3% | -4.3% | +87.6% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 3y: compounded portfolio wealth divided by compounded REGN 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…
3y analysis · Full analysis span regression · 6 months rolling