+302.2%
TEVA vs IWD
+715.1%
-412.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | -1.7% | -1.2% | -0.5% | -0.9% |
| 30D | +2.0% | -1.6% | +3.6% | +3.2% |
| 3M | +7.0% | +7.0% | 0.0% | +1.7% |
| 6M | +17.0% | +17.0% | 0.0% | +4.5% |
| YTD | +18.1% | +21.6% | -3.6% | +2.6% |
| 1Y | +87.2% | +28.0% | +59.3% | +57.0% |
| 3Y | +283.1% | +70.6% | +212.5% | +162.0% |
| 5Y | +298.4% | +73.3% | +225.0% | +173.2% |
| 10Y | -23.4% | +200.5% | -223.9% | -61.4% |
| All | +302.2% | +715.1% | -412.9% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling