+1,407.2%
ENB vs IAG
+303.8%
+1,103.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | +3.1% | -7.7% | +10.8% | +3.8% |
| 30D | +2.1% | +1.6% | +0.5% | +1.7% |
| 3M | -4.4% | -2.4% | -2.0% | -4.7% |
| 6M | -10.1% | -7.8% | -2.2% | -10.3% |
| YTD | +5.2% | +5.0% | +0.1% | +2.5% |
| 1Y | +4.2% | +25.7% | -21.4% | -0.3% |
| 3Y | +70.1% | +694.5% | -624.4% | +31.2% |
| 5Y | +59.4% | +421.7% | -362.3% | +23.7% |
| 10Y | +109.5% | +382.5% | -272.9% | +52.7% |
| All | +1,407.2% | +303.8% | +1,103.4% | +720.2% |
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