+101.8%
IRM vs TENB
-26.8%
+128.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +3.0% | -1.7% | +4.7% | +3.2% |
| 30D | -5.2% | -8.3% | +3.0% | -4.5% |
| 3M | -8.0% | +26.2% | -34.2% | -12.3% |
| 6M | +9.2% | +60.2% | -51.0% | -0.6% |
| YTD | +41.0% | +43.1% | -2.1% | +30.8% |
| 1Y | +23.3% | +9.4% | +13.9% | +21.1% |
| All | +101.8% | -26.8% | +128.6% | +107.0% |
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