-40.6%
IONS vs TENB
+23.5%
-64.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.7% |
| 7D | -29.6% | -7.0% | -22.6% | -28.7% |
| 30D | -35.6% | -0.6% | -35.0% | -35.8% |
| 3M | -51.7% | +10.9% | -62.6% | -53.6% |
| 6M | -64.0% | +95.4% | -159.4% | -70.5% |
| YTD | -65.5% | +74.5% | -139.9% | -71.4% |
| 1Y | -62.4% | +49.2% | -111.6% | -67.5% |
| 3Y | -41.1% | +9.7% | -50.8% | -46.1% |
| 5Y | -16.5% | -24.6% | +8.1% | -20.1% |
| All | -40.6% | +23.5% | -64.1% | -59.1% |
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