+9,128.3%
ENB vs IT
+6,253.0%
+2,875.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | +1.4% | -3.1% | +4.5% | +1.5% |
| 3M | -5.2% | +6.3% | -11.5% | -6.3% |
| 6M | -9.9% | +24.8% | -34.7% | -13.2% |
| YTD | +4.7% | -24.4% | +29.0% | +5.9% |
| 1Y | +2.8% | -17.1% | +19.8% | +2.8% |
| 3Y | +71.3% | -53.6% | +124.9% | +80.9% |
| 5Y | +58.6% | -42.5% | +101.1% | +62.0% |
| 10Y | +108.5% | +88.8% | +19.7% | +84.9% |
| All | +9,128.3% | +6,253.0% | +2,875.3% | +6,182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling