+104.5%
TEVA vs IRE
-97.6%
+202.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.2% | +23.1% | +0.4% |
| 7D | +4.7% | -46.8% | +51.5% | +5.8% |
| 30D | +5.5% | -75.5% | +81.0% | +8.1% |
| 3M | +21.6% | -79.4% | +101.0% | +24.5% |
| 6M | +18.4% | -91.3% | +109.7% | +21.5% |
| YTD | +34.1% | -90.8% | +124.9% | +28.7% |
| 1Y | +104.5% | -97.7% | +202.3% | +135.5% |
| All | +104.5% | -97.6% | +202.1% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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