-83.2%
IRE vs TENB
+13.5%
-96.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.8% |
| 7D | +29.0% | -1.7% | +30.7% | +28.9% |
| 30D | +24.2% | -8.3% | +32.5% | +23.9% |
| 3M | -53.2% | +26.2% | -79.3% | -52.0% |
| 6M | -36.0% | +60.2% | -96.2% | -34.0% |
| YTD | -51.0% | +43.1% | -94.1% | -52.1% |
| All | -83.2% | +13.5% | -96.7% | -78.8% |
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 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