-97.2%
IRE vs TENB
+47.2%
-144.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.1% | -2.5% |
| 7D | -15.5% | -8.0% | -7.6% | -14.9% |
| 30D | -70.4% | +5.0% | -75.4% | -70.2% |
| 3M | -81.6% | +20.0% | -101.7% | -81.1% |
| 6M | -94.7% | +100.0% | -194.7% | -94.1% |
| YTD | -91.8% | +85.6% | -177.3% | -91.7% |
| 1Y | -97.6% | +57.8% | -155.4% | -97.1% |
| All | -97.2% | +47.2% | -144.4% | -96.3% |
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