-5.4%
REGN vs IEF
+9.0%
-14.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | -1.3% | -4.2% | -4.7% |
| 30D | -2.0% | -1.7% | -0.2% | -0.8% |
| 3M | +28.0% | -2.5% | +30.5% | +30.1% |
| 6M | +1.2% | -3.3% | +4.4% | +3.3% |
| YTD | +1.6% | -2.8% | +4.5% | +3.5% |
| 1Y | +38.2% | -2.7% | +41.0% | +40.8% |
| 3Y | -5.4% | +8.9% | -14.3% | -9.7% |
| All | -5.4% | +9.0% | -14.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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