+11.1%
ENB vs IRE
-82.8%
+94.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.2% | -9.5% | +0.9% |
| 7D | -0.5% | +58.9% | -59.4% | -0.1% |
| 30D | -0.2% | +17.2% | -17.4% | 0.0% |
| 3M | -7.5% | -58.6% | +51.1% | -7.4% |
| 6M | -4.1% | -23.5% | +19.3% | -4.0% |
| YTD | +9.8% | -47.4% | +57.2% | +10.6% |
| All | +11.1% | -82.8% | +94.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling