+96.8%
TEVA vs ITOT
+20.8%
+75.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +4.7% | 0.0% | +4.7% | +4.7% |
| 3M | +5.6% | +2.0% | +3.7% | +4.2% |
| 6M | +10.5% | +13.0% | -2.6% | -3.3% |
| YTD | +16.5% | +14.0% | +2.5% | +1.3% |
| 1Y | +96.8% | +19.9% | +76.8% | +65.0% |
| All | +96.8% | +20.8% | +75.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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