-22.4%
IP vs TEVA
+88.8%
-111.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.1% |
| 7D | -4.6% | -1.7% | -2.9% | -4.3% |
| 30D | -15.3% | +2.0% | -17.2% | -15.6% |
| 3M | +2.7% | +7.0% | -4.3% | +1.6% |
| 6M | -7.4% | +17.0% | -24.4% | -10.2% |
| YTD | -8.8% | +18.1% | -26.9% | -11.9% |
| 1Y | -22.4% | +87.2% | -109.7% | -27.0% |
| All | -22.4% | +88.8% | -111.2% | -27.0% |
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 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