+84.9%
IVZ vs TENB
+1.4%
+83.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +1.1% | -5.0% | +6.1% | +2.5% |
| 30D | +3.1% | -7.4% | +10.5% | +4.6% |
| 3M | +18.2% | +22.3% | -4.1% | +9.8% |
| 6M | +38.6% | +60.2% | -21.6% | +17.6% |
| YTD | +25.9% | +43.2% | -17.3% | +9.7% |
| 1Y | +51.7% | +8.2% | +43.5% | +43.0% |
| 3Y | +138.7% | -23.8% | +162.4% | +143.0% |
| 5Y | +62.8% | -26.9% | +89.7% | +58.4% |
| All | +84.9% | +1.4% | +83.5% | +33.8% |
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