+770.8%
IVV vs TEVA
+312.4%
+458.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +0.5% | +1.6% | -1.1% | +0.2% |
| 30D | -1.0% | +4.0% | -4.9% | -1.8% |
| 3M | +3.9% | +10.5% | -6.7% | +1.5% |
| 6M | +14.5% | +18.4% | -3.9% | +10.0% |
| YTD | +12.9% | +17.8% | -4.9% | +8.5% |
| 1Y | +19.4% | +90.5% | -71.1% | +3.7% |
| 3Y | +78.8% | +282.1% | -203.3% | +30.4% |
| 5Y | +82.2% | +291.9% | -209.7% | +27.9% |
| 10Y | +313.7% | -24.9% | +338.5% | +275.1% |
| All | +770.8% | +312.4% | +458.4% | +426.9% |
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 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