+104.5%
TEVA vs IRM
+19.5%
+85.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +4.7% | +2.6% | +2.1% | +4.6% |
| 30D | +5.5% | +5.6% | -0.1% | +5.3% |
| 3M | +21.6% | -4.7% | +26.3% | +21.6% |
| 6M | +18.4% | -6.1% | +24.5% | +18.5% |
| YTD | +34.1% | +46.3% | -12.2% | +36.2% |
| 1Y | +104.5% | +18.7% | +85.8% | +106.5% |
| All | +104.5% | +19.5% | +85.1% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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