+69.1%
ENB vs IRM
+192.5%
-123.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -0.5% | +1.6% | -2.1% | -0.8% |
| 30D | -0.2% | -4.2% | +4.0% | +0.7% |
| 3M | -7.5% | -5.4% | -2.1% | -6.6% |
| 6M | -4.1% | +12.0% | -16.2% | -7.1% |
| YTD | +9.8% | +42.0% | -32.2% | +0.5% |
| 1Y | +8.7% | +29.9% | -21.2% | +1.1% |
| 3Y | +79.0% | +104.4% | -25.4% | +39.7% |
| 5Y | +69.1% | +191.0% | -121.9% | +19.2% |
| All | +69.1% | +192.5% | -123.4% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling