+791.8%
IWM vs TEVA
+303.2%
+488.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -1.1% | -1.7% | +0.6% | -0.7% |
| 30D | -3.1% | +2.0% | -5.1% | -3.6% |
| 3M | +2.2% | +7.0% | -4.8% | +0.1% |
| 6M | +15.1% | +17.0% | -1.9% | +9.7% |
| YTD | +18.6% | +18.1% | +0.5% | +12.6% |
| 1Y | +24.0% | +87.2% | -63.3% | +4.1% |
| 3Y | +63.7% | +283.1% | -219.3% | +9.1% |
| 5Y | +38.2% | +298.4% | -260.2% | -12.4% |
| 10Y | +171.7% | -23.4% | +195.1% | +138.5% |
| All | +791.8% | +303.2% | +488.6% | +411.2% |
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