+104.5%
TEVA vs IFF
+44.8%
+59.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.9% |
| 7D | +4.7% | -3.3% | +8.0% | +5.4% |
| 30D | +5.5% | +5.3% | +0.2% | +3.9% |
| 3M | +21.6% | +8.9% | +12.7% | +18.5% |
| 6M | +18.4% | +26.3% | -8.0% | +10.4% |
| YTD | +34.1% | +32.2% | +1.9% | +20.1% |
| 1Y | +104.5% | +45.8% | +58.8% | +66.7% |
| All | +104.5% | +44.8% | +59.7% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling