+356.7%
IP vs TEVA
+6,897.5%
-6,540.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 3M | +11.2% | +5.6% | +5.6% | +9.9% |
| 6M | -10.2% | +10.5% | -20.7% | -12.1% |
| YTD | -2.0% | +16.5% | -18.5% | -5.0% |
| 1Y | -19.1% | +96.8% | -115.8% | -28.8% |
| 3Y | +20.9% | +269.5% | -248.7% | -7.1% |
| 5Y | -17.8% | +283.5% | -301.4% | -38.8% |
| 10Y | +23.5% | -25.9% | +49.5% | +10.2% |
| All | +356.7% | +6,897.5% | -6,540.8% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling