+9.5%
IP vs TENB
+3.0%
+6.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -5.3% | -9.1% | +3.8% | -3.9% |
| 30D | -10.9% | -4.9% | -6.0% | -10.5% |
| 3M | +11.2% | +16.9% | -5.8% | +7.0% |
| 6M | -10.2% | +68.0% | -78.2% | -19.4% |
| YTD | -2.0% | +45.6% | -47.5% | -10.2% |
| 1Y | -19.1% | +12.7% | -31.8% | -22.4% |
| 3Y | +20.9% | -24.4% | +45.2% | +21.8% |
| 5Y | -17.8% | -26.7% | +8.9% | -20.6% |
| All | +9.5% | +3.0% | +6.5% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling