+48.1%
IJH vs TENB
-35.4%
+83.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.9% |
| 7D | -1.9% | -12.1% | +10.2% | +0.4% |
| 30D | -4.6% | -18.6% | +14.0% | -1.4% |
| 3M | -1.2% | +12.1% | -13.2% | -5.0% |
| 6M | +9.4% | +46.8% | -37.4% | -1.7% |
| YTD | +13.3% | +28.0% | -14.6% | +4.4% |
| 1Y | +13.4% | -1.4% | +14.8% | +10.9% |
| 3Y | +50.4% | -33.9% | +84.4% | +57.7% |
| All | +48.1% | -35.4% | +83.5% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling