+357.7%
IGV vs TEVA
-22.9%
+380.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | -2.9% | +2.0% | -4.9% | -3.2% |
| 30D | -1.5% | +1.0% | -2.5% | -1.7% |
| 3M | +11.7% | +7.3% | +4.4% | +10.1% |
| 6M | +18.4% | +21.7% | -3.3% | +14.0% |
| YTD | -3.9% | +18.8% | -22.8% | -7.3% |
| 1Y | -9.7% | +86.5% | -96.1% | -19.5% |
| 3Y | +38.4% | +269.4% | -231.0% | +7.0% |
| 5Y | +21.6% | +303.6% | -282.0% | -9.6% |
| All | +357.7% | -22.9% | +380.7% | +266.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling