+6,889.2%
TEVA vs IFF
+825.7%
+6,063.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.2% |
| 7D | +2.0% | -3.2% | +5.2% | +2.9% |
| 30D | +1.0% | -0.3% | +1.2% | +1.0% |
| 3M | +7.3% | +8.4% | -1.1% | +4.6% |
| 6M | +21.7% | +23.0% | -1.3% | +13.8% |
| YTD | +18.8% | +25.5% | -6.6% | +10.1% |
| 1Y | +86.5% | +29.1% | +57.4% | +71.4% |
| 3Y | +269.4% | +31.7% | +237.8% | +233.3% |
| 5Y | +303.6% | -35.2% | +338.8% | +332.2% |
| 10Y | -22.9% | -20.7% | -2.2% | -23.8% |
| All | +6,889.2% | +825.7% | +6,063.5% | +3,404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling