+58.6%
ENB vs IBN
+72.7%
-14.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | 0.0% | +5.7% | -5.7% | -1.1% |
| 30D | +1.4% | +20.5% | -19.1% | -2.3% |
| 3M | -5.2% | +15.2% | -20.4% | -7.9% |
| 6M | -9.9% | +34.5% | -44.4% | -15.4% |
| YTD | +4.7% | +16.4% | -11.7% | +1.1% |
| 1Y | +2.8% | +13.5% | -10.8% | -0.2% |
| 3Y | +71.3% | +55.4% | +15.9% | +49.7% |
| 5Y | +58.6% | +73.1% | -14.5% | +34.2% |
| All | +58.6% | +72.7% | -14.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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