+4,827.7%
REGN vs IAG
+368.4%
+4,459.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.6% |
| 7D | -6.0% | -4.1% | -1.9% | -5.7% |
| 30D | -0.4% | +10.6% | -11.0% | -1.1% |
| 3M | +32.0% | +35.4% | -3.4% | +29.0% |
| 6M | +3.0% | -9.5% | +12.6% | +3.1% |
| YTD | +3.2% | +21.8% | -18.7% | +0.9% |
| 1Y | +43.4% | +84.1% | -40.7% | +36.0% |
| 3Y | -3.6% | +817.4% | -821.0% | -20.2% |
| 5Y | +23.1% | +830.1% | -807.0% | -1.0% |
| 10Y | +108.3% | +413.8% | -305.5% | +65.6% |
| All | +4,827.7% | +368.4% | +4,459.3% | +3,766.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling