+3,240.8%
ENB vs IBN
+1,532.9%
+1,707.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -2.2% | -0.3% | -1.9% | -2.2% |
| 3M | -10.5% | +17.1% | -27.6% | -12.7% |
| 6M | -5.1% | +3.4% | -8.5% | -5.8% |
| YTD | +9.0% | +2.5% | +6.4% | +8.2% |
| 1Y | +8.2% | -4.2% | +12.4% | +8.4% |
| 3Y | +67.8% | +32.4% | +35.4% | +59.2% |
| 5Y | +69.4% | +59.2% | +10.2% | +55.3% |
| 10Y | +117.5% | +345.7% | -228.1% | +68.0% |
| All | +3,240.8% | +1,532.9% | +1,707.9% | +1,945.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling