+1,461.4%
ENB vs IAG
+377.5%
+1,083.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -2.2% | +28.9% | -31.1% | -4.8% |
| 3M | -10.5% | +19.1% | -29.6% | -12.5% |
| 6M | -5.1% | -10.3% | +5.2% | -5.1% |
| YTD | +9.0% | +24.2% | -15.2% | +4.9% |
| 1Y | +8.2% | +116.5% | -108.3% | -1.9% |
| 3Y | +67.8% | +742.8% | -675.0% | +28.9% |
| 5Y | +69.4% | +753.3% | -684.0% | +25.6% |
| 10Y | +117.5% | +403.2% | -285.7% | +57.8% |
| All | +1,461.4% | +377.5% | +1,083.9% | +739.2% |
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 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