+3.2%
ENB vs IRM
+12.7%
-9.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.8% | -5.3% | +3.5% | -1.2% |
| 30D | +2.0% | -2.3% | +4.4% | +2.2% |
| 3M | -5.8% | -7.4% | +1.6% | -5.0% |
| 6M | -9.7% | -12.2% | +2.5% | -8.2% |
| YTD | +4.2% | +38.6% | -34.4% | +2.0% |
| 1Y | +3.2% | +14.9% | -11.7% | +1.2% |
| All | +3.2% | +12.7% | -9.5% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling