-17.5%
IP vs TEVA
+286.9%
-304.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | +0.1% | +1.6% | -1.5% | -0.2% |
| 30D | -11.2% | +4.0% | -15.2% | -11.9% |
| 3M | +12.3% | +10.5% | +1.8% | +10.0% |
| 6M | -5.2% | +18.4% | -23.6% | -8.5% |
| YTD | -4.0% | +17.8% | -21.7% | -7.3% |
| 1Y | -19.2% | +90.5% | -109.7% | -28.8% |
| 3Y | +20.3% | +282.1% | -261.8% | -9.9% |
| 5Y | -17.5% | +291.9% | -309.4% | -41.3% |
| All | -17.5% | +286.9% | -304.4% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling