-1.3%
IWF vs TEVA
+106.6%
-107.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.2% | +4.7% | -8.9% | -4.5% |
| 30D | -8.1% | +5.5% | -13.7% | -8.5% |
| 3M | -5.1% | +21.6% | -26.6% | -6.4% |
| 6M | -1.4% | +18.4% | -19.8% | -2.4% |
| YTD | -0.1% | +34.1% | -34.2% | -3.0% |
| 1Y | -1.3% | +104.5% | -105.8% | -6.1% |
| All | -1.3% | +106.6% | -107.8% | -6.1% |
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