+41.7%
ICE vs TEVA
+300.5%
-258.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -2.4% | +2.0% | -4.4% | -2.6% |
| 30D | +4.0% | +1.0% | +3.1% | +3.9% |
| 3M | +13.7% | +7.3% | +6.4% | +12.7% |
| 6M | +0.9% | +21.7% | -20.8% | -1.3% |
| YTD | -2.1% | +18.8% | -21.0% | -4.2% |
| 1Y | -9.5% | +86.5% | -96.0% | -15.8% |
| 3Y | +42.1% | +269.4% | -227.3% | +18.0% |
| All | +41.7% | +300.5% | -258.8% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling