+857.0%
IAU vs TEVA
+71.9%
+785.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | -2.0% | +2.0% | -4.0% | -2.0% |
| 30D | -1.5% | +1.0% | -2.5% | -1.5% |
| 3M | +3.3% | +7.3% | -4.1% | +3.2% |
| 6M | -16.2% | +21.7% | -38.0% | -16.4% |
| YTD | +0.7% | +18.8% | -18.2% | +0.5% |
| 1Y | +19.2% | +86.5% | -67.2% | +18.7% |
| 3Y | +124.4% | +269.4% | -145.0% | +122.6% |
| 5Y | +140.0% | +303.6% | -163.5% | +137.9% |
| 10Y | +218.9% | -22.9% | +241.9% | +213.6% |
| All | +857.0% | +71.9% | +785.1% | +827.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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