+17.5%
IJR vs TEVA
+81.2%
-63.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -1.0% | +6.8% | -7.8% | -1.8% |
| 3M | -7.4% | +20.3% | -27.7% | -9.7% |
| 6M | +0.2% | +16.5% | -16.3% | -1.6% |
| YTD | +15.3% | +33.9% | -18.5% | +8.3% |
| 1Y | +17.5% | +69.8% | -52.4% | +3.3% |
| All | +17.5% | +81.2% | -63.7% | +3.3% |
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