+977.2%
TEVA vs IVZ
+1,075.8%
-98.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.7% | -2.4% | +1.6% | -0.2% |
| 30D | -0.4% | +2.5% | -2.9% | -1.0% |
| 3M | +8.2% | +17.1% | -8.8% | +4.0% |
| 6M | +15.3% | +35.1% | -19.8% | +7.3% |
| YTD | +16.5% | +24.3% | -7.8% | +9.9% |
| 1Y | +85.7% | +48.7% | +37.1% | +68.4% |
| 3Y | +277.9% | +135.6% | +142.2% | +204.3% |
| 5Y | +295.5% | +60.3% | +235.2% | +241.8% |
| 10Y | -24.5% | +62.5% | -87.0% | -38.2% |
| All | +977.2% | +1,075.8% | -98.6% | +471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 all: compounded portfolio wealth divided by compounded IVZ 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…
all analysis · Full analysis span regression · 6 months rolling