+2,234.6%
ICE vs TEVA
+16.5%
+2,218.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.2% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | +3.0% | -0.4% | +3.4% | +3.0% |
| 3M | +11.4% | +8.2% | +3.2% | +9.4% |
| 6M | -2.0% | +15.3% | -17.4% | -5.3% |
| YTD | -3.1% | +16.5% | -19.6% | -6.7% |
| 1Y | -8.4% | +85.7% | -94.1% | -19.7% |
| 3Y | +40.7% | +277.9% | -237.1% | +2.8% |
| 5Y | +40.0% | +295.5% | -255.6% | -2.4% |
| 10Y | +213.5% | -24.5% | +238.0% | +220.0% |
| All | +2,234.6% | +16.5% | +2,218.1% | +1,684.7% |
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 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