+19.9%
REGN vs IOT
+54.1%
-34.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.6% | -4.5% | -1.1% | -5.5% |
| 30D | -2.0% | -2.4% | +0.5% | -1.9% |
| 3M | +28.0% | +19.0% | +9.0% | +27.1% |
| 6M | +1.2% | +19.6% | -18.5% | +0.3% |
| YTD | +1.6% | +8.3% | -6.6% | +1.0% |
| 1Y | +38.2% | -0.8% | +39.0% | +37.7% |
| 3Y | -5.4% | +24.4% | -29.8% | -7.6% |
| All | +19.9% | +54.1% | -34.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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