+37.9%
IWM vs REGN
+21.2%
+16.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -2.4% | -5.6% | +3.2% | -1.2% |
| 30D | -4.6% | -2.0% | -2.6% | -4.2% |
| 3M | -0.3% | +28.0% | -28.2% | -5.8% |
| 6M | +14.7% | +1.2% | +13.6% | +14.0% |
| YTD | +17.8% | +1.6% | +16.2% | +16.7% |
| 1Y | +21.2% | +38.2% | -17.0% | +11.2% |
| 3Y | +62.3% | -5.4% | +67.7% | +61.4% |
| All | +37.9% | +21.2% | +16.8% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling