+6,875.9%
ENB vs IRM
+9,844.9%
-2,969.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | 0.0% | +8.6% | -8.6% | -1.7% |
| 30D | +1.4% | 0.0% | +1.4% | +1.2% |
| 3M | -5.2% | -7.1% | +2.0% | -4.1% |
| 6M | -9.9% | -7.9% | -2.0% | -8.9% |
| YTD | +4.7% | +41.3% | -36.6% | -3.3% |
| 1Y | +2.8% | +20.7% | -18.0% | -2.2% |
| 3Y | +71.3% | +112.2% | -40.8% | +42.8% |
| 5Y | +58.6% | +191.2% | -132.6% | +22.8% |
| 10Y | +108.5% | +524.3% | -415.9% | +37.3% |
| All | +6,875.9% | +9,844.9% | -2,969.0% | +3,483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling