+98.0%
ENB vs IT
+91.9%
+6.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -0.3% | -9.1% | +8.8% | +1.3% |
| 30D | -1.1% | -12.2% | +11.1% | +1.0% |
| 3M | -8.5% | +7.8% | -16.3% | -11.0% |
| 6M | -4.5% | +2.0% | -6.5% | -6.8% |
| YTD | +9.1% | -32.7% | +41.8% | +15.8% |
| 1Y | +8.0% | -31.1% | +39.1% | +13.3% |
| 3Y | +77.8% | -52.1% | +129.9% | +97.4% |
| 5Y | +69.4% | -46.3% | +115.6% | +76.7% |
| All | +98.0% | +91.9% | +6.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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