-1.4%
TENB vs IAG
+86.2%
-87.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.0% |
| 7D | -12.1% | -1.1% | -11.0% | -12.1% |
| 30D | -18.6% | +12.1% | -30.7% | -18.4% |
| 3M | +12.1% | +25.5% | -13.5% | +12.4% |
| 6M | +46.8% | -7.1% | +53.9% | +47.1% |
| YTD | +28.0% | +22.9% | +5.1% | +26.1% |
| 1Y | -1.4% | +83.3% | -84.8% | -7.7% |
| All | -1.4% | +86.2% | -87.6% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling