+17.6%
IP vs TEVA
+15.4%
+2.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -0.3% | +4.4% | -4.7% | -1.1% |
| 30D | +7.9% | +9.3% | -1.4% | +6.1% |
| 3M | -15.3% | +21.9% | -37.2% | -18.5% |
| 6M | +10.5% | +22.8% | -12.2% | +6.0% |
| YTD | -9.4% | +42.6% | -52.0% | -15.7% |
| 1Y | -4.6% | +74.2% | -78.9% | -14.5% |
| 3Y | +21.2% | +404.5% | -383.3% | -13.6% |
| 5Y | -13.3% | +367.9% | -381.2% | -39.0% |
| All | +17.6% | +15.4% | +2.2% | -12.0% |
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