+3,919.7%
REGN vs IWF
+719.4%
+3,200.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.3% |
| 7D | -5.6% | -0.9% | -4.7% | -4.7% |
| 30D | -2.0% | -1.7% | -0.2% | -0.4% |
| 3M | +28.0% | +0.7% | +27.3% | +25.9% |
| 6M | +1.2% | +8.6% | -7.4% | -8.4% |
| YTD | +1.6% | +3.5% | -1.9% | -3.6% |
| 1Y | +38.2% | +7.0% | +31.2% | +25.8% |
| 3Y | -5.4% | +76.3% | -81.7% | -51.7% |
| 5Y | +21.3% | +74.8% | -53.5% | -42.0% |
| 10Y | +105.2% | +420.5% | -315.3% | -76.9% |
| All | +3,919.7% | +719.4% | +3,200.3% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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