-25.0%
TEVA vs IBN
+324.2%
-349.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.2% | +1.4% |
| 7D | +2.0% | -3.0% | +5.0% | +3.0% |
| 30D | +1.0% | -1.5% | +2.5% | +1.4% |
| 3M | +7.3% | +7.9% | -0.6% | +4.6% |
| 6M | +21.7% | +8.6% | +13.1% | +18.4% |
| YTD | +18.8% | -0.6% | +19.4% | +18.8% |
| 1Y | +86.5% | -7.3% | +93.8% | +90.1% |
| 3Y | +269.4% | +26.2% | +243.2% | +238.1% |
| 5Y | +303.6% | +57.8% | +245.8% | +241.5% |
| All | -25.0% | +324.2% | -349.2% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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