+100.5%
ENB vs IRM
+418.7%
-318.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -0.3% | +3.0% | -3.3% | -1.3% |
| 30D | -1.1% | -5.2% | +4.1% | +0.5% |
| 3M | -8.5% | -8.0% | -0.4% | -6.4% |
| 6M | -4.5% | +9.2% | -13.7% | -8.0% |
| YTD | +9.1% | +41.0% | -31.9% | -3.5% |
| 1Y | +8.0% | +23.3% | -15.3% | -0.9% |
| 3Y | +77.8% | +102.8% | -25.0% | +31.0% |
| 5Y | +69.4% | +192.8% | -123.4% | +5.6% |
| 10Y | +100.5% | +439.6% | -339.2% | -8.7% |
| All | +100.5% | +418.7% | -318.2% | -8.7% |
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