+2.3%
IP vs TEVA
+106.6%
-104.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.5% |
| 7D | +3.4% | +4.7% | -1.3% | +2.4% |
| 30D | +11.2% | +5.5% | +5.7% | +10.0% |
| 3M | -14.8% | +21.6% | -36.3% | -18.0% |
| 6M | +17.3% | +18.4% | -1.1% | +13.7% |
| YTD | -6.2% | +34.1% | -40.3% | -11.6% |
| 1Y | +2.3% | +104.5% | -102.2% | -3.2% |
| All | +2.3% | +106.6% | -104.2% | -3.2% |
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