+96.8%
TEVA vs IWD
+30.5%
+66.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | +4.7% | +0.6% | +4.1% | +4.1% |
| 3M | +5.6% | +7.2% | -1.6% | -2.5% |
| 6M | +10.5% | +16.2% | -5.7% | -9.1% |
| YTD | +16.5% | +23.3% | -6.8% | -10.8% |
| 1Y | +96.8% | +29.6% | +67.2% | +42.8% |
| All | +96.8% | +30.5% | +66.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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