+23.4%
REGN vs IVZ
+61.1%
-37.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.6% | -2.4% | -3.2% | -5.1% |
| 30D | -2.0% | +3.0% | -5.0% | -2.6% |
| 3M | +28.0% | +14.9% | +13.1% | +23.9% |
| 6M | +1.2% | +36.7% | -35.6% | -5.8% |
| YTD | +1.6% | +25.7% | -24.0% | -4.2% |
| 1Y | +38.2% | +47.7% | -9.5% | +25.6% |
| 3Y | -5.4% | +138.8% | -144.2% | -24.3% |
| All | +23.4% | +61.1% | -37.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 5y: compounded portfolio wealth divided by compounded IVZ 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…
5y analysis · Full analysis span regression · 6 months rolling