+1.6%
IP vs TENB
+26.7%
-25.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.5% |
| 7D | -5.1% | -17.0% | +11.9% | -2.4% |
| 30D | +8.5% | +8.2% | +0.3% | +6.9% |
| 3M | -13.8% | +16.5% | -30.3% | -16.7% |
| 6M | +5.7% | +99.1% | -93.4% | -7.7% |
| YTD | -9.1% | +79.0% | -88.2% | -19.9% |
| 1Y | -0.8% | +53.9% | -54.7% | -10.2% |
| 3Y | +14.8% | +13.8% | +1.0% | +8.0% |
| 5Y | -11.5% | -24.4% | +12.8% | -14.7% |
| All | +1.6% | +26.7% | -25.2% | -25.4% |
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