+14.8%
IVV vs TEVA
+106.6%
-91.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.6% |
| 7D | -0.7% | +4.7% | -5.4% | -1.1% |
| 30D | -1.0% | +5.5% | -6.6% | -1.5% |
| 3M | -0.3% | +21.6% | -21.9% | -1.8% |
| 6M | +7.4% | +18.4% | -11.0% | +6.1% |
| YTD | +13.4% | +34.1% | -20.7% | +10.0% |
| 1Y | +14.8% | +104.5% | -89.7% | +8.9% |
| All | +14.8% | +106.6% | -91.8% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling