+7,163.0%
ENB vs IRM
+9,964.6%
-2,801.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -0.2% | -0.5% | +0.2% | -0.1% |
| 30D | -2.2% | -8.1% | +5.8% | -0.7% |
| 3M | -10.5% | -9.7% | -0.8% | -8.9% |
| 6M | -5.1% | +10.0% | -15.1% | -7.3% |
| YTD | +9.0% | +43.0% | -34.0% | +0.7% |
| 1Y | +8.2% | +32.7% | -24.5% | +1.1% |
| 3Y | +67.8% | +102.7% | -35.0% | +41.5% |
| 5Y | +69.4% | +187.6% | -118.2% | +31.7% |
| 10Y | +117.5% | +420.1% | -302.6% | +47.7% |
| All | +7,163.0% | +9,964.6% | -2,801.6% | +3,632.0% |
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