+24.0%
IJR vs TENB
+11.6%
+12.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -0.2% | -9.1% | +8.9% | +0.4% |
| 30D | -2.4% | -4.9% | +2.4% | -2.2% |
| 3M | +3.9% | +16.9% | -13.0% | +2.1% |
| 6M | +12.4% | +68.0% | -55.6% | +6.5% |
| YTD | +21.5% | +45.6% | -24.1% | +18.8% |
| 1Y | +24.0% | +12.7% | +11.2% | +33.5% |
| All | +24.0% | +11.6% | +12.4% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling