+990.2%
IBKR vs TEVA
-22.9%
+1,013.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.1% | +1.8% |
| 7D | -1.3% | +2.0% | -3.4% | -1.7% |
| 30D | -0.2% | +1.0% | -1.2% | -0.5% |
| 3M | +3.0% | +7.3% | -4.4% | +1.1% |
| 6M | +33.9% | +21.7% | +12.1% | +27.9% |
| YTD | +42.5% | +18.8% | +23.7% | +36.7% |
| 1Y | +44.9% | +86.5% | -41.6% | +26.8% |
| 3Y | +293.0% | +269.4% | +23.6% | +190.5% |
| 5Y | +497.7% | +303.6% | +194.1% | +320.7% |
| All | +990.2% | -22.9% | +1,013.1% | +796.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling