+23.9%
IP vs TENB
-24.1%
+48.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -5.3% | -9.1% | +3.8% | -4.3% |
| 30D | -10.9% | -4.9% | -6.0% | -10.5% |
| 3M | +11.2% | +16.9% | -5.8% | +7.9% |
| 6M | -10.2% | +68.0% | -78.2% | -18.0% |
| YTD | -2.0% | +45.6% | -47.5% | -8.4% |
| 1Y | -19.1% | +12.7% | -31.8% | -20.3% |
| All | +23.9% | -24.1% | +48.0% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling