+40.0%
IWM vs TENB
-28.0%
+68.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | +1.4% | -5.0% | +6.4% | +2.5% |
| 30D | -2.3% | -7.4% | +5.1% | -1.1% |
| 3M | +4.0% | +22.3% | -18.3% | -2.7% |
| 6M | +17.9% | +60.2% | -42.2% | +1.8% |
| YTD | +20.2% | +43.2% | -23.0% | +6.2% |
| 1Y | +25.0% | +8.2% | +16.8% | +19.3% |
| 3Y | +66.0% | -23.8% | +89.8% | +70.3% |
| 5Y | +40.0% | -26.9% | +66.9% | +37.8% |
| All | +40.0% | -28.0% | +68.1% | +37.8% |
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 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