-19.1%
IP vs TEVA
+93.8%
-112.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -5.3% | -0.2% | -5.0% | -5.3% |
| 30D | -10.9% | +4.7% | -15.6% | -11.6% |
| 3M | +11.2% | +5.6% | +5.6% | +10.3% |
| 6M | -10.2% | +10.5% | -20.7% | -12.3% |
| YTD | -2.0% | +16.5% | -18.5% | -5.0% |
| 1Y | -19.1% | +96.8% | -115.8% | -24.1% |
| All | -19.1% | +93.8% | -112.9% | -24.1% |
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 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