+65.1%
IVZ vs TENB
-27.0%
+92.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +0.6% | -9.1% | +9.7% | +3.1% |
| 30D | +4.0% | -4.9% | +8.9% | +4.8% |
| 3M | +18.2% | +16.9% | +1.2% | +11.3% |
| 6M | +32.8% | +68.0% | -35.2% | +11.2% |
| YTD | +28.7% | +45.6% | -16.8% | +11.9% |
| 1Y | +55.4% | +12.7% | +42.6% | +45.5% |
| 3Y | +135.2% | -24.4% | +159.6% | +141.0% |
| All | +65.1% | -27.0% | +92.1% | +56.6% |
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