+269.4%
TEVA vs IAG
+804.5%
-535.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | +1.0% | +12.1% | -11.2% | -0.4% |
| 3M | +7.3% | +25.5% | -18.2% | +4.2% |
| 6M | +21.7% | -7.1% | +28.8% | +21.7% |
| YTD | +18.8% | +22.9% | -4.0% | +14.6% |
| 1Y | +86.5% | +83.3% | +3.1% | +72.1% |
| 3Y | +269.4% | +808.5% | -539.1% | +183.3% |
| All | +269.4% | +804.5% | -535.0% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling