+12.8%
IEFA vs TEVA
+81.2%
-68.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -1.7% | +0.7% | -2.5% | -1.8% |
| 30D | -1.8% | +6.8% | -8.5% | -2.7% |
| 3M | -4.5% | +20.3% | -24.8% | -7.3% |
| 6M | +1.8% | +16.5% | -14.8% | -0.3% |
| YTD | +8.5% | +33.9% | -25.3% | +2.0% |
| 1Y | +12.8% | +69.8% | -57.0% | +0.4% |
| All | +12.8% | +81.2% | -68.4% | +0.4% |
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