-25.0%
TEVA vs ITOT
+303.4%
-328.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.2% |
| 7D | +2.0% | -0.9% | +2.9% | +3.0% |
| 30D | +1.0% | -1.5% | +2.4% | +2.5% |
| 3M | +7.3% | +3.6% | +3.8% | +3.0% |
| 6M | +21.7% | +13.7% | +8.0% | +6.0% |
| YTD | +18.8% | +12.9% | +5.9% | +4.1% |
| 1Y | +86.5% | +17.2% | +69.3% | +57.2% |
| 3Y | +269.4% | +75.6% | +193.8% | +99.7% |
| 5Y | +303.6% | +75.5% | +228.1% | +116.5% |
| All | -25.0% | +303.4% | -328.4% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling