+166.4%
IWM vs TEVA
-22.9%
+189.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | -2.4% | +2.0% | -4.4% | -2.8% |
| 30D | -4.6% | +1.0% | -5.5% | -4.8% |
| 3M | -0.3% | +7.3% | -7.6% | -2.0% |
| 6M | +14.7% | +21.7% | -7.0% | +9.5% |
| YTD | +17.8% | +18.8% | -1.0% | +12.9% |
| 1Y | +21.2% | +86.5% | -65.3% | +5.4% |
| 3Y | +62.3% | +269.4% | -207.1% | +17.9% |
| 5Y | +38.7% | +303.6% | -264.9% | -4.2% |
| All | +166.4% | -22.9% | +189.3% | +114.7% |
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