+61.7%
IWM vs REGN
-2.9%
+64.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -2.5% | -6.0% | +3.4% | -1.3% |
| 30D | -4.4% | -0.4% | -4.1% | -4.4% |
| 3M | +2.2% | +32.0% | -29.8% | -3.6% |
| 6M | +14.0% | +3.0% | +11.0% | +13.0% |
| YTD | +17.4% | +3.2% | +14.2% | +16.1% |
| 1Y | +22.9% | +43.4% | -20.5% | +12.5% |
| All | +61.7% | -2.9% | +64.6% | +61.4% |
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