+55.0%
IYR vs TENB
-9.4%
+64.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.7% |
| 7D | -1.4% | -12.1% | +10.7% | +0.6% |
| 30D | -2.7% | -18.6% | +16.0% | +0.2% |
| 3M | -2.1% | +12.1% | -14.2% | -5.4% |
| 6M | +3.6% | +46.8% | -43.2% | -5.4% |
| YTD | +8.1% | +28.0% | -19.8% | +0.7% |
| 1Y | +4.7% | -1.4% | +6.1% | +2.3% |
| 3Y | +29.1% | -33.9% | +63.1% | +33.2% |
| 5Y | +6.9% | -34.6% | +41.6% | +5.6% |
| All | +55.0% | -9.4% | +64.4% | +24.5% |
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