+16.1%
IP vs TEVA
-22.9%
+39.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | -7.7% | +2.0% | -9.7% | -8.1% |
| 30D | -15.5% | +1.0% | -16.5% | -15.7% |
| 3M | -0.6% | +7.3% | -7.9% | -2.2% |
| 6M | -8.8% | +21.7% | -30.5% | -12.3% |
| YTD | -9.6% | +18.8% | -28.4% | -12.8% |
| 1Y | -22.5% | +86.5% | -109.0% | -31.6% |
| 3Y | +13.4% | +269.4% | -256.0% | -14.3% |
| 5Y | -22.1% | +303.6% | -325.7% | -43.7% |
| All | +16.1% | -22.9% | +39.0% | -3.7% |
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