+249.3%
IAU vs TENB
+1.4%
+247.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +0.7% | -5.0% | +5.7% | +0.8% |
| 30D | +0.3% | -7.4% | +7.7% | +0.4% |
| 3M | +0.7% | +22.3% | -21.6% | +0.2% |
| 6M | -15.5% | +60.2% | -75.7% | -16.3% |
| YTD | +1.0% | +43.2% | -42.3% | +0.3% |
| 1Y | +19.6% | +8.2% | +11.4% | +19.7% |
| 3Y | +125.4% | -23.8% | +149.2% | +127.4% |
| 5Y | +140.7% | -26.9% | +167.6% | +140.7% |
| All | +249.3% | +1.4% | +247.9% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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