+201.3%
IVV vs TENB
+26.2%
+175.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | +0.4% |
| 7D | -0.6% | -10.8% | +10.2% | +1.5% |
| 30D | -3.7% | +0.9% | -4.5% | -4.2% |
| 3M | -2.7% | +14.3% | -17.1% | -6.4% |
| 6M | +2.2% | +92.2% | -90.0% | -12.4% |
| YTD | +10.9% | +78.3% | -67.4% | -4.6% |
| 1Y | +11.3% | +49.5% | -38.2% | -0.6% |
| 3Y | +76.9% | +12.2% | +64.7% | +65.1% |
| 5Y | +73.5% | -22.4% | +95.9% | +66.4% |
| All | +201.3% | +26.2% | +175.0% | +123.3% |
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