+68.5%
ENB vs IVZ
+147.9%
-79.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.8% | -2.8% | +1.0% | -1.6% |
| 30D | +2.0% | -2.2% | +4.2% | +2.1% |
| 3M | -5.8% | -8.1% | +2.3% | -5.4% |
| 6M | -9.7% | +3.8% | -13.5% | -10.3% |
| YTD | +4.2% | +11.5% | -7.2% | +2.5% |
| 1Y | +3.2% | +23.7% | -20.5% | +0.2% |
| All | +68.5% | +147.9% | -79.4% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling