+55.4%
IOT vs TEVA
+354.5%
-299.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -4.5% | +2.0% | -6.5% | -5.0% |
| 30D | -2.4% | +1.0% | -3.4% | -2.9% |
| 3M | +19.0% | +7.3% | +11.7% | +16.3% |
| 6M | +19.6% | +21.7% | -2.1% | +12.3% |
| YTD | +8.3% | +18.8% | -10.6% | +1.6% |
| 1Y | -0.8% | +86.5% | -87.3% | -19.2% |
| 3Y | +24.4% | +269.4% | -245.0% | -27.7% |
| All | +55.4% | +354.5% | -299.1% | -19.4% |
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