+69.4%
ENB vs IVZ
+61.5%
+7.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | -1.1% | +1.8% | -2.8% | -1.4% |
| 3M | -8.5% | +15.7% | -24.2% | -11.1% |
| 6M | -4.5% | +36.3% | -40.9% | -10.3% |
| YTD | +9.1% | +24.9% | -15.8% | +3.7% |
| 1Y | +8.0% | +48.9% | -41.0% | -1.3% |
| 3Y | +77.8% | +136.8% | -59.0% | +41.5% |
| 5Y | +69.4% | +60.0% | +9.4% | +40.3% |
| All | +69.4% | +61.5% | +7.9% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling