+159.4%
IGV vs TENB
-3.6%
+163.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +1.2% |
| 7D | -5.4% | -7.1% | +1.8% | -2.8% |
| 30D | -2.6% | -15.4% | +12.7% | +3.2% |
| 3M | +10.5% | +19.5% | -9.0% | +1.4% |
| 6M | +18.2% | +54.8% | -36.6% | -2.6% |
| YTD | -4.2% | +36.1% | -40.4% | -17.6% |
| 1Y | -9.8% | +7.0% | -16.8% | -15.2% |
| 3Y | +39.1% | -27.6% | +66.7% | +46.7% |
| 5Y | +21.2% | -30.5% | +51.7% | +23.1% |
| All | +159.4% | -3.6% | +163.0% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling