+4.9%
ENB vs IRE
-98.1%
+103.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.4% | +13.5% | -1.0% |
| 7D | +1.7% | -31.8% | +33.5% | +1.4% |
| 30D | +0.7% | -71.8% | +72.4% | 0.0% |
| 3M | -5.8% | -88.9% | +83.1% | -6.8% |
| 6M | -11.3% | -95.4% | +84.0% | -12.3% |
| YTD | +3.7% | -94.2% | +97.9% | +3.2% |
| 1Y | +2.8% | -97.1% | +99.9% | +2.2% |
| All | +4.9% | -98.1% | +103.0% | +4.2% |
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