+55.4%
IOT vs TENB
-36.7%
+92.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +3.5% |
| 7D | -4.5% | -12.1% | +7.6% | +3.0% |
| 30D | -2.4% | -18.6% | +16.2% | +9.6% |
| 3M | +19.0% | +12.1% | +6.9% | +6.6% |
| 6M | +19.6% | +46.8% | -27.2% | -10.5% |
| YTD | +8.3% | +28.0% | -19.7% | -12.2% |
| 1Y | -0.8% | -1.4% | +0.6% | -5.0% |
| 3Y | +24.4% | -33.9% | +58.3% | +47.8% |
| All | +55.4% | -36.7% | +92.1% | +98.5% |
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 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