+97.5%
REGN vs IWD
+203.8%
-106.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | -5.6% | -0.8% | -4.8% | -5.1% |
| 30D | -2.0% | -0.8% | -1.1% | -1.4% |
| 3M | +28.0% | +6.9% | +21.0% | +22.8% |
| 6M | +1.2% | +18.3% | -17.1% | -8.8% |
| YTD | +1.6% | +22.4% | -20.7% | -10.3% |
| 1Y | +38.2% | +27.4% | +10.8% | +18.9% |
| 3Y | -5.4% | +71.2% | -76.5% | -31.7% |
| 5Y | +21.3% | +75.7% | -54.4% | -14.3% |
| All | +97.5% | +203.8% | -106.3% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling