+168.1%
IJR vs TEVA
-22.9%
+191.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -2.2% | +2.0% | -4.2% | -2.5% |
| 30D | -4.6% | +1.0% | -5.5% | -4.8% |
| 3M | +0.2% | +7.3% | -7.1% | -1.5% |
| 6M | +14.7% | +21.7% | -7.0% | +9.7% |
| YTD | +18.9% | +18.8% | 0.0% | +14.0% |
| 1Y | +19.9% | +86.5% | -66.5% | +4.8% |
| 3Y | +53.0% | +269.4% | -216.4% | +12.2% |
| 5Y | +40.9% | +303.6% | -262.7% | -1.7% |
| All | +168.1% | -22.9% | +191.0% | +115.1% |
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