+49.0%
REGN vs IAG
+56.5%
-7.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.2% | -14.6% | -5.0% |
| 7D | +14.4% | +1.1% | +13.3% | +14.4% |
| 30D | +28.1% | -5.3% | +33.4% | +28.7% |
| 3M | +22.5% | +18.0% | +4.5% | +20.3% |
| 6M | +31.6% | +7.1% | +24.5% | +29.8% |
| YTD | +21.0% | +5.9% | +15.1% | +19.7% |
| 1Y | +49.0% | +59.4% | -10.4% | +45.6% |
| All | +49.0% | +56.5% | -7.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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