+90.4%
ENB vs IVZ
+64.1%
+26.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -4.6% | -2.4% | -2.2% | -4.0% |
| 30D | -5.2% | +2.5% | -7.7% | -5.9% |
| 3M | -13.4% | +17.1% | -30.4% | -17.2% |
| 6M | -7.8% | +35.1% | -43.0% | -15.5% |
| YTD | +4.9% | +24.3% | -19.4% | -2.3% |
| 1Y | +3.2% | +48.7% | -45.4% | -8.8% |
| 3Y | +71.0% | +135.6% | -64.6% | +27.8% |
| 5Y | +64.0% | +60.3% | +3.7% | +32.9% |
| All | +90.4% | +64.1% | +26.3% | +32.4% |
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