+152.5%
IVZ vs TENB
+9.5%
+143.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +7.6% | -3.3% | +10.9% | +8.3% |
| 30D | +4.3% | +6.9% | -2.6% | +2.8% |
| 3M | -9.3% | +1.8% | -11.2% | -10.2% |
| 6M | +5.2% | +98.1% | -92.8% | -15.3% |
| YTD | +13.4% | +73.2% | -59.8% | -5.5% |
| 1Y | +25.4% | +50.7% | -25.3% | +10.2% |
| 3Y | +152.5% | +9.3% | +143.2% | +143.2% |
| All | +152.5% | +9.5% | +143.0% | +143.2% |
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