-30.5%
TENB vs IAG
+796.9%
-827.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.7% |
| 7D | -7.1% | -4.1% | -3.1% | -6.8% |
| 30D | -15.4% | +10.6% | -26.0% | -16.2% |
| 3M | +19.5% | +35.4% | -15.9% | +16.1% |
| 6M | +54.8% | -9.5% | +64.4% | +54.9% |
| YTD | +36.1% | +21.8% | +14.3% | +31.4% |
| 1Y | +7.0% | +84.1% | -77.2% | -1.6% |
| 3Y | -27.6% | +817.4% | -844.9% | -46.7% |
| 5Y | -30.5% | +830.1% | -860.6% | -53.4% |
| All | -30.5% | +796.9% | -827.3% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling