+3.2%
ENB vs IRE
-97.2%
+100.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +39.6% | -42.1% | -2.2% |
| 7D | -5.2% | -27.2% | +22.0% | -5.2% |
| 30D | +2.2% | -75.1% | +77.3% | +1.5% |
| 3M | -8.1% | -77.9% | +69.8% | -8.6% |
| 6M | -11.2% | -94.6% | +83.4% | -11.9% |
| YTD | +2.0% | -91.5% | +93.5% | +1.8% |
| 1Y | +4.1% | -97.8% | +101.9% | +3.1% |
| All | +3.2% | -97.2% | +100.4% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling