+8.1%
IYR vs REGN
+46.5%
-38.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.6% |
| 7D | -1.2% | +4.2% | -5.5% | -1.6% |
| 30D | -2.9% | +7.8% | -10.7% | -3.4% |
| 3M | +0.8% | +31.8% | -31.0% | -1.4% |
| 6M | +1.9% | +5.4% | -3.5% | +0.3% |
| YTD | +9.6% | +7.7% | +2.0% | +8.0% |
| 1Y | +8.1% | +46.7% | -38.6% | +6.8% |
| All | +8.1% | +46.5% | -38.4% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling