+6.5%
IEMG vs TEVA
+81.2%
-74.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.5% | -5.6% |
| 7D | -7.4% | +0.7% | -8.1% | -7.5% |
| 30D | -14.9% | +6.8% | -21.6% | -15.7% |
| 3M | -11.6% | +20.3% | -31.9% | -14.0% |
| 6M | -11.1% | +16.5% | -27.6% | -12.4% |
| YTD | +6.0% | +33.9% | -27.8% | +0.1% |
| 1Y | +6.5% | +69.8% | -63.3% | -4.3% |
| All | +6.5% | +81.2% | -74.6% | -4.3% |
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