+941.9%
IGV vs TEVA
+208.6%
+733.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.1% |
| 7D | -2.9% | +2.0% | -4.9% | -3.4% |
| 30D | -1.5% | +1.0% | -2.5% | -1.8% |
| 3M | +11.7% | +7.3% | +4.4% | +9.4% |
| 6M | +18.4% | +21.7% | -3.3% | +12.2% |
| YTD | -3.9% | +18.8% | -22.8% | -8.7% |
| 1Y | -9.7% | +86.5% | -96.1% | -23.2% |
| 3Y | +38.4% | +269.4% | -231.0% | -3.9% |
| 5Y | +21.6% | +303.6% | -282.0% | -20.3% |
| 10Y | +363.0% | -22.9% | +385.9% | +320.9% |
| All | +941.9% | +208.6% | +733.2% | +382.8% |
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