+317.1%
IVV vs TEVA
-22.9%
+340.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -0.8% | +2.0% | -2.8% | -1.1% |
| 30D | -1.1% | +1.0% | -2.0% | -1.2% |
| 3M | +3.9% | +7.3% | -3.4% | +2.6% |
| 6M | +13.6% | +21.7% | -8.1% | +9.8% |
| YTD | +12.7% | +18.8% | -6.1% | +9.2% |
| 1Y | +17.6% | +86.5% | -68.9% | +6.0% |
| 3Y | +77.3% | +269.4% | -192.1% | +40.2% |
| 5Y | +84.1% | +303.6% | -219.5% | +40.1% |
| All | +317.1% | -22.9% | +340.0% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling