+142.3%
IEMG vs REGN
+397.8%
-255.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -1.3% | -5.6% | +4.3% | -0.4% |
| 30D | +1.9% | -2.0% | +3.9% | +2.2% |
| 3M | +1.4% | +28.0% | -26.5% | -2.8% |
| 6M | +15.2% | +1.2% | +14.0% | +14.5% |
| YTD | +23.8% | +1.6% | +22.2% | +22.9% |
| 1Y | +30.7% | +38.2% | -7.6% | +22.8% |
| 3Y | +83.3% | -5.4% | +88.6% | +81.1% |
| 5Y | +48.8% | +21.3% | +27.5% | +38.6% |
| 10Y | +142.8% | +105.2% | +37.6% | +98.0% |
| All | +142.3% | +397.8% | -255.6% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling