+1,428.5%
IBKR vs TEVA
+18.7%
+1,409.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.1% | +1.7% |
| 7D | -1.3% | +2.0% | -3.4% | -1.8% |
| 30D | -0.2% | +1.0% | -1.2% | -0.5% |
| 3M | +3.0% | +7.3% | -4.4% | +0.6% |
| 6M | +33.9% | +21.7% | +12.1% | +26.5% |
| YTD | +42.5% | +18.8% | +23.7% | +35.3% |
| 1Y | +44.9% | +86.5% | -41.6% | +22.5% |
| 3Y | +293.0% | +269.4% | +23.6% | +168.2% |
| 5Y | +497.7% | +303.6% | +194.1% | +282.7% |
| 10Y | +1,004.4% | -22.9% | +1,027.3% | +930.8% |
| All | +1,428.5% | +18.7% | +1,409.9% | +863.8% |
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