+4,478.4%
REGN vs IEF
+126.3%
+4,352.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.6% |
| 7D | -5.6% | -1.3% | -4.2% | -6.6% |
| 30D | -2.0% | -1.7% | -0.2% | -3.4% |
| 3M | +28.0% | -2.5% | +30.5% | +25.2% |
| 6M | +1.2% | -3.3% | +4.4% | -1.7% |
| YTD | +1.6% | -2.8% | +4.5% | -0.9% |
| 1Y | +38.2% | -2.7% | +41.0% | +34.8% |
| 3Y | -5.4% | +8.9% | -14.3% | +1.7% |
| 5Y | +21.3% | -9.4% | +30.7% | +4.7% |
| 10Y | +105.2% | +3.7% | +101.5% | +113.3% |
| All | +4,478.4% | +126.3% | +4,352.2% | +22,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling