+69.4%
ENB vs IAG
+804.8%
-735.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | -1.1% | +11.4% | -12.5% | -2.2% |
| 3M | -8.5% | +33.0% | -41.5% | -11.3% |
| 6M | -4.5% | -6.0% | +1.4% | -4.8% |
| YTD | +9.1% | +24.6% | -15.5% | +5.0% |
| 1Y | +8.0% | +105.0% | -97.0% | -2.2% |
| 3Y | +77.8% | +837.9% | -760.1% | +30.1% |
| 5Y | +69.4% | +817.0% | -747.6% | +15.2% |
| All | +69.4% | +804.8% | -735.5% | +15.2% |
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