+73.1%
IVV vs TEVA
+368.9%
-295.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.7% |
| 7D | +2.6% | +4.4% | -1.9% | +1.9% |
| 30D | -2.0% | +9.3% | -11.3% | -3.3% |
| 3M | -2.8% | +21.9% | -24.6% | -5.7% |
| 6M | +2.2% | +22.8% | -20.6% | -1.2% |
| YTD | +11.5% | +42.6% | -31.1% | +5.0% |
| 1Y | +13.5% | +74.2% | -60.7% | +3.6% |
| 3Y | +78.1% | +404.5% | -326.4% | +29.9% |
| All | +73.1% | +368.9% | -295.8% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling