+5,203.3%
REGN vs IVZ
+1,088.7%
+4,114.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -5.6% | -2.4% | -3.2% | -4.8% |
| 30D | -2.0% | +3.0% | -5.0% | -3.0% |
| 3M | +28.0% | +14.9% | +13.1% | +21.5% |
| 6M | +1.2% | +36.7% | -35.6% | -9.7% |
| YTD | +1.6% | +25.7% | -24.0% | -7.4% |
| 1Y | +38.2% | +47.7% | -9.5% | +19.0% |
| 3Y | -5.4% | +138.8% | -144.2% | -33.2% |
| 5Y | +21.3% | +62.1% | -40.8% | -6.9% |
| 10Y | +105.2% | +64.3% | +40.9% | +36.5% |
| All | +5,203.3% | +1,088.7% | +4,114.6% | +1,586.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling