+6.1%
IYR vs TENB
-32.3%
+38.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | -0.3% |
| 7D | -2.8% | -7.1% | +4.3% | -1.9% |
| 30D | -2.5% | -15.4% | +12.8% | -0.7% |
| 3M | -3.0% | +19.5% | -22.5% | -6.6% |
| 6M | +1.6% | +54.8% | -53.2% | -6.8% |
| YTD | +7.3% | +36.1% | -28.8% | +0.1% |
| 1Y | +5.6% | +7.0% | -1.4% | +2.7% |
| 3Y | +28.1% | -27.6% | +55.7% | +30.9% |
| 5Y | +6.1% | -30.5% | +36.6% | +4.7% |
| All | +6.1% | -32.3% | +38.4% | +4.7% |
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