-36.8%
IONS vs TENB
+22.6%
-59.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.6% |
| 7D | -26.3% | -3.3% | -23.0% | -25.9% |
| 30D | -31.9% | +6.9% | -38.9% | -33.2% |
| 3M | -48.0% | +1.8% | -49.8% | -49.1% |
| 6M | -62.6% | +98.1% | -160.6% | -69.5% |
| YTD | -63.3% | +73.2% | -136.5% | -69.5% |
| 1Y | -58.4% | +50.7% | -109.1% | -64.2% |
| 3Y | -38.2% | +9.3% | -47.6% | -43.4% |
| 5Y | -11.1% | -25.1% | +14.0% | -14.9% |
| All | -36.8% | +22.6% | -59.5% | -56.4% |
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