+113.5%
ENB vs IVZ
+43.7%
+69.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.1% |
| 7D | +3.1% | +7.6% | -4.5% | +1.2% |
| 30D | +2.1% | +4.3% | -2.2% | +0.8% |
| 3M | -4.4% | -9.3% | +4.9% | -2.5% |
| 6M | -10.1% | +5.2% | -15.3% | -12.2% |
| YTD | +5.2% | +13.4% | -8.3% | -0.2% |
| 1Y | +4.2% | +25.4% | -21.1% | -3.9% |
| 3Y | +70.1% | +152.5% | -82.4% | +23.4% |
| 5Y | +59.4% | +36.7% | +22.7% | +35.0% |
| All | +113.5% | +43.7% | +69.9% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling