+7,814.1%
ENB vs IVZ
+1,117.8%
+6,696.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -0.2% | +0.6% | -0.9% | -0.4% |
| 30D | -2.2% | +4.0% | -6.2% | -3.0% |
| 3M | -10.5% | +18.2% | -28.7% | -13.5% |
| 6M | -5.1% | +32.8% | -37.9% | -10.5% |
| YTD | +9.0% | +28.7% | -19.8% | +3.0% |
| 1Y | +8.2% | +55.4% | -47.2% | -1.5% |
| 3Y | +67.8% | +135.2% | -67.5% | +38.4% |
| 5Y | +69.4% | +64.2% | +5.2% | +46.6% |
| 10Y | +117.5% | +64.6% | +52.9% | +76.9% |
| All | +7,814.1% | +1,117.8% | +6,696.3% | +4,422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling