+388.7%
TEVA vs IBN
+1,454.8%
-1,066.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.7% | -5.5% | +4.7% | +0.1% |
| 30D | -0.4% | -3.4% | +3.1% | +0.1% |
| 3M | +8.2% | +8.7% | -0.4% | +6.9% |
| 6M | +15.3% | +3.7% | +11.6% | +14.7% |
| YTD | +16.5% | -2.4% | +18.8% | +16.8% |
| 1Y | +85.7% | -8.1% | +93.8% | +87.7% |
| 3Y | +277.9% | +26.3% | +251.5% | +264.4% |
| 5Y | +295.5% | +54.9% | +240.6% | +270.4% |
| 10Y | -24.5% | +311.8% | -336.3% | -38.4% |
| All | +388.7% | +1,454.8% | -1,066.1% | +239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling