-25.0%
TEVA vs IRM
+440.8%
-465.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.3% |
| 7D | +2.0% | -1.4% | +3.4% | +2.5% |
| 30D | +1.0% | -7.4% | +8.3% | +3.4% |
| 3M | +7.3% | -7.4% | +14.7% | +9.3% |
| 6M | +21.7% | +8.7% | +13.1% | +16.6% |
| YTD | +18.8% | +40.9% | -22.1% | +3.0% |
| 1Y | +86.5% | +20.5% | +66.0% | +69.8% |
| 3Y | +269.4% | +101.7% | +167.7% | +164.9% |
| 5Y | +303.6% | +197.7% | +105.9% | +142.7% |
| All | -25.0% | +440.8% | -465.7% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling