+166.4%
IWM vs REGN
+105.3%
+61.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -2.4% | -5.6% | +3.2% | -1.1% |
| 30D | -4.6% | -2.0% | -2.6% | -4.2% |
| 3M | -0.3% | +28.0% | -28.2% | -6.0% |
| 6M | +14.7% | +1.2% | +13.6% | +13.9% |
| YTD | +17.8% | +1.6% | +16.2% | +16.6% |
| 1Y | +21.2% | +38.2% | -17.0% | +11.1% |
| 3Y | +62.3% | -5.4% | +67.7% | +60.3% |
| 5Y | +38.7% | +21.3% | +17.5% | +27.2% |
| All | +166.4% | +105.3% | +61.1% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling