+11.3%
TENB vs IAG
+270.1%
-258.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -1.7% | +1.7% | -3.3% | -1.8% |
| 30D | -8.3% | +11.4% | -19.7% | -9.1% |
| 3M | +26.2% | +33.0% | -6.9% | +23.2% |
| 6M | +60.2% | -6.0% | +66.2% | +59.7% |
| YTD | +43.1% | +24.6% | +18.5% | +38.9% |
| 1Y | +9.4% | +105.0% | -95.6% | +1.5% |
| 3Y | -23.9% | +837.9% | -861.8% | -39.2% |
| 5Y | -28.2% | +817.0% | -845.2% | -44.7% |
| All | +11.3% | +270.1% | -258.8% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling