+90.4%
ENB vs IAG
+423.2%
-332.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -3.7% |
| 7D | -4.6% | -4.1% | -0.5% | -4.3% |
| 30D | -5.2% | +10.6% | -15.8% | -6.1% |
| 3M | -13.4% | +35.4% | -48.8% | -15.8% |
| 6M | -7.8% | -9.5% | +1.7% | -7.8% |
| YTD | +4.9% | +21.8% | -16.9% | +1.9% |
| 1Y | +3.2% | +84.1% | -80.9% | -3.6% |
| 3Y | +71.0% | +817.4% | -746.4% | +35.9% |
| 5Y | +64.0% | +830.1% | -766.1% | +26.4% |
| All | +90.4% | +423.2% | -332.8% | +49.0% |
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