+4,067.9%
REGN vs IWD
+719.8%
+3,348.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.3% |
| 7D | -1.6% | -0.2% | -1.5% | -1.5% |
| 30D | +3.4% | -0.8% | +4.2% | +4.3% |
| 3M | +32.7% | +8.0% | +24.7% | +22.6% |
| 6M | +6.9% | +18.2% | -11.3% | -10.0% |
| YTD | +5.4% | +22.3% | -16.9% | -14.5% |
| 1Y | +45.8% | +28.9% | +17.0% | +11.9% |
| 3Y | -1.5% | +71.5% | -73.1% | -44.3% |
| 5Y | +22.2% | +73.6% | -51.4% | -33.2% |
| 10Y | +103.6% | +194.7% | -91.1% | -44.6% |
| All | +4,067.9% | +719.8% | +3,348.2% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling