+54.8%
IVZ vs TENB
+26.7%
+28.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.2% |
| 7D | -2.4% | -17.0% | +14.5% | +2.3% |
| 30D | -11.2% | +8.2% | -19.4% | -13.4% |
| 3M | -14.0% | +16.5% | -30.5% | -18.8% |
| 6M | +0.5% | +99.1% | -98.6% | -19.9% |
| YTD | +5.4% | +79.0% | -73.6% | -14.5% |
| 1Y | +19.5% | +53.9% | -34.4% | +1.2% |
| 3Y | +128.7% | +13.8% | +114.9% | +107.9% |
| 5Y | +28.8% | -24.4% | +53.1% | +23.3% |
| All | +54.8% | +26.7% | +28.1% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling