+325.1%
IP vs TEVA
+8,221.5%
-7,896.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | -2.8% | +3.3% | -6.1% | -3.3% |
| 30D | +9.2% | +5.0% | +4.2% | +8.2% |
| 3M | -16.1% | +18.5% | -34.7% | -18.7% |
| 6M | +9.6% | +20.6% | -11.1% | +5.6% |
| YTD | -8.8% | +38.5% | -47.3% | -14.3% |
| 1Y | -5.5% | +72.1% | -77.6% | -14.5% |
| 3Y | +19.6% | +398.2% | -378.5% | -12.6% |
| 5Y | -13.5% | +353.2% | -366.7% | -37.2% |
| 10Y | +22.4% | +11.0% | +11.4% | +2.0% |
| All | +325.1% | +8,221.5% | -7,896.5% | +133.2% |
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 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