+69.4%
ENB vs IBN
+54.0%
+15.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.3% |
| 7D | -0.3% | -5.1% | +4.8% | +0.7% |
| 30D | -1.1% | -3.5% | +2.5% | -0.4% |
| 3M | -8.5% | +11.3% | -19.8% | -10.5% |
| 6M | -4.5% | +4.4% | -9.0% | -5.6% |
| YTD | +9.1% | -1.8% | +10.9% | +9.0% |
| 1Y | +8.0% | -8.0% | +15.9% | +9.4% |
| 3Y | +77.8% | +27.1% | +50.8% | +63.6% |
| 5Y | +69.4% | +54.5% | +14.9% | +48.0% |
| All | +69.4% | +54.0% | +15.3% | +48.0% |
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