-6.4%
ICE vs TEVA
+93.8%
-100.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -0.7% | -0.2% | -0.4% | -0.7% |
| 30D | +7.6% | +4.7% | +2.9% | +7.3% |
| 3M | +13.9% | +5.6% | +8.3% | +13.6% |
| 6M | -2.4% | +10.5% | -12.8% | -2.8% |
| YTD | +0.3% | +16.5% | -16.2% | -0.6% |
| 1Y | -6.4% | +96.8% | -103.2% | -9.1% |
| All | -6.4% | +93.8% | -100.2% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling