+68.2%
TEVA vs IAG
+368.4%
-300.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -0.7% | -4.1% | +3.3% | -0.5% |
| 30D | -0.4% | +10.6% | -11.0% | -1.0% |
| 3M | +8.2% | +35.4% | -27.1% | +6.1% |
| 6M | +15.3% | -9.5% | +24.9% | +15.4% |
| YTD | +16.5% | +21.8% | -5.4% | +14.3% |
| 1Y | +85.7% | +84.1% | +1.6% | +77.9% |
| 3Y | +277.9% | +817.4% | -539.5% | +227.7% |
| 5Y | +295.5% | +830.1% | -534.6% | +236.7% |
| 10Y | -24.5% | +413.8% | -438.3% | -35.8% |
| All | +68.2% | +368.4% | -300.2% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling