+9.4%
ENB vs IVZ
+30.5%
-21.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.1% |
| 7D | +0.5% | +2.6% | -2.2% | +0.6% |
| 30D | +6.0% | -3.5% | +9.4% | +5.8% |
| 3M | -7.4% | -7.4% | 0.0% | -7.7% |
| 6M | -8.5% | +14.7% | -23.2% | -8.0% |
| YTD | +6.1% | +14.6% | -8.5% | +6.5% |
| 1Y | +9.4% | +30.7% | -21.3% | +7.6% |
| All | +9.4% | +30.5% | -21.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling