+262.1%
TEVA vs IWD
+69.4%
+192.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -0.7% | -2.3% | +1.6% | +1.4% |
| 30D | -0.4% | -1.8% | +1.4% | +1.2% |
| 3M | +8.2% | +8.0% | +0.2% | +0.5% |
| 6M | +15.3% | +17.0% | -1.7% | -0.7% |
| YTD | +16.5% | +21.3% | -4.8% | -2.9% |
| 1Y | +85.7% | +27.9% | +57.8% | +48.0% |
| All | +262.1% | +69.4% | +192.7% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling