-0.5%
TENB vs IAG
+265.0%
-265.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.1% |
| 7D | -12.1% | -1.1% | -11.0% | -12.0% |
| 30D | -18.6% | +12.1% | -30.7% | -19.4% |
| 3M | +12.1% | +25.5% | -13.5% | +9.9% |
| 6M | +46.8% | -7.1% | +53.9% | +46.5% |
| YTD | +28.0% | +22.9% | +5.1% | +24.3% |
| 1Y | -1.4% | +83.3% | -84.8% | -7.6% |
| 3Y | -33.9% | +808.5% | -842.5% | -47.1% |
| 5Y | -34.6% | +838.0% | -872.6% | -49.7% |
| All | -0.5% | +265.0% | -265.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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