+335.7%
IP vs TEVA
+8,169.5%
-7,833.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -3.0% | +5.6% | -8.6% | -4.0% |
| 30D | +10.6% | +4.5% | +6.1% | +9.7% |
| 3M | -13.6% | +21.5% | -35.1% | -16.6% |
| 6M | +10.4% | +20.3% | -9.8% | +6.5% |
| YTD | -6.5% | +37.7% | -44.2% | -12.1% |
| 1Y | -2.1% | +79.3% | -81.4% | -12.1% |
| 3Y | +22.0% | +390.0% | -368.0% | -10.6% |
| 5Y | -9.7% | +362.0% | -371.8% | -34.7% |
| 10Y | +26.8% | +12.2% | +14.7% | +5.5% |
| All | +335.7% | +8,169.5% | -7,833.8% | +139.3% |
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 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