+107.6%
ENB vs IRM
+514.0%
-406.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | -1.8% | -5.3% | +3.5% | -0.4% |
| 30D | +2.0% | -2.3% | +4.4% | +2.4% |
| 3M | -5.8% | -7.4% | +1.6% | -4.1% |
| 6M | -9.7% | -12.2% | +2.5% | -6.8% |
| YTD | +4.2% | +38.6% | -34.4% | -7.8% |
| 1Y | +3.2% | +14.9% | -11.7% | -3.2% |
| 3Y | +70.6% | +108.2% | -37.6% | +23.7% |
| 5Y | +55.1% | +183.8% | -128.7% | -2.7% |
| 10Y | +107.6% | +512.6% | -405.0% | -9.8% |
| All | +107.6% | +514.0% | -406.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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