+23.1%
REGN vs IWD
+72.1%
-49.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -6.0% | -2.3% | -3.6% | -4.3% |
| 30D | -0.4% | -1.8% | +1.4% | +1.0% |
| 3M | +32.0% | +8.0% | +24.0% | +24.8% |
| 6M | +3.0% | +17.0% | -14.0% | -8.1% |
| YTD | +3.2% | +21.3% | -18.1% | -10.4% |
| 1Y | +43.4% | +27.9% | +15.5% | +19.9% |
| 3Y | -3.6% | +70.1% | -73.7% | -33.7% |
| 5Y | +23.1% | +74.2% | -51.1% | -16.5% |
| All | +23.1% | +72.1% | -49.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling