+26.6%
IP vs TEVA
+287.6%
-261.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.5% |
| 3M | +11.2% | +5.6% | +5.6% | +10.1% |
| 6M | -10.2% | +10.5% | -20.7% | -11.9% |
| YTD | -2.0% | +16.5% | -18.5% | -4.7% |
| 1Y | -19.1% | +96.8% | -115.8% | -27.1% |
| All | +26.6% | +287.6% | -261.0% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling