+83.3%
IEMG vs TENB
-34.6%
+117.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +1.7% |
| 7D | -1.3% | -12.1% | +10.8% | -0.3% |
| 30D | +1.9% | -18.6% | +20.5% | +3.5% |
| 3M | +1.4% | +12.1% | -10.6% | -0.5% |
| 6M | +15.2% | +46.8% | -31.6% | +9.8% |
| YTD | +23.8% | +28.0% | -4.1% | +19.7% |
| 1Y | +30.7% | -1.4% | +32.1% | +30.8% |
| 3Y | +83.3% | -33.9% | +117.2% | +90.5% |
| All | +83.3% | -34.6% | +117.8% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling