+299.2%
TEVA vs IWD
+74.6%
+224.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.1% |
| 7D | +2.0% | -0.8% | +2.8% | +2.9% |
| 30D | +1.0% | -0.8% | +1.8% | +1.9% |
| 3M | +7.3% | +6.9% | +0.4% | -0.6% |
| 6M | +21.7% | +18.3% | +3.4% | +0.9% |
| YTD | +18.8% | +22.4% | -3.5% | -5.1% |
| 1Y | +86.5% | +27.4% | +59.1% | +42.6% |
| 3Y | +269.4% | +71.2% | +198.3% | +98.1% |
| All | +299.2% | +74.6% | +224.6% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling