+191.8%
IRM vs TENB
-32.3%
+224.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.2% |
| 7D | -1.8% | -7.1% | +5.3% | -0.6% |
| 30D | -7.8% | -15.4% | +7.6% | -5.4% |
| 3M | -7.9% | +19.5% | -27.4% | -12.3% |
| 6M | +6.3% | +54.8% | -48.5% | -4.7% |
| YTD | +38.2% | +36.1% | +2.0% | +26.4% |
| 1Y | +19.8% | +7.0% | +12.8% | +15.5% |
| 3Y | +98.8% | -27.6% | +126.3% | +103.0% |
| 5Y | +191.8% | -30.5% | +222.2% | +182.9% |
| All | +191.8% | -32.3% | +224.1% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling