+719.9%
IWF vs TEVA
+305.8%
+414.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.4% |
| 7D | -0.9% | +2.0% | -2.9% | -1.3% |
| 30D | -1.7% | +1.0% | -2.7% | -2.0% |
| 3M | +0.7% | +7.3% | -6.7% | -1.2% |
| 6M | +8.6% | +21.7% | -13.2% | +3.5% |
| YTD | +3.5% | +18.8% | -15.3% | -1.0% |
| 1Y | +7.0% | +86.5% | -79.4% | -7.3% |
| 3Y | +76.3% | +269.4% | -193.1% | +27.7% |
| 5Y | +74.8% | +303.6% | -228.8% | +20.1% |
| 10Y | +420.5% | -22.9% | +443.4% | +368.5% |
| All | +719.9% | +305.8% | +414.1% | +361.0% |
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