+3,079.4%
ENB vs IBN
+1,760.3%
+1,319.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.7% | +1.9% | -0.2% | +1.4% |
| 30D | +0.7% | +22.1% | -21.4% | -2.4% |
| 3M | -5.8% | +17.1% | -22.9% | -8.1% |
| 6M | -11.3% | +35.5% | -46.9% | -15.5% |
| YTD | +3.7% | +16.8% | -13.1% | +0.8% |
| 1Y | +2.8% | +12.4% | -9.6% | +0.5% |
| 3Y | +67.7% | +58.0% | +9.6% | +54.7% |
| 5Y | +57.1% | +73.7% | -16.6% | +42.2% |
| 10Y | +106.6% | +385.6% | -279.0% | +57.3% |
| All | +3,079.4% | +1,760.3% | +1,319.1% | +1,806.0% |
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 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