+212.6%
IEFA vs TEVA
+6.9%
+205.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | -1.5% | +1.0% | -2.4% | -1.7% |
| 3M | +3.4% | +7.3% | -3.9% | +2.1% |
| 6M | +9.5% | +21.7% | -12.2% | +6.0% |
| YTD | +13.0% | +18.8% | -5.8% | +9.7% |
| 1Y | +18.0% | +86.5% | -68.5% | +6.9% |
| 3Y | +65.4% | +269.4% | -204.1% | +32.0% |
| 5Y | +51.6% | +303.6% | -252.0% | +16.6% |
| 10Y | +146.7% | -22.9% | +169.6% | +121.4% |
| All | +212.6% | +6.9% | +205.6% | +162.5% |
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