+7,469.7%
ENB vs IVZ
+954.3%
+6,515.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.8% | -2.8% | +1.0% | -1.4% |
| 30D | +2.0% | -2.2% | +4.2% | +2.2% |
| 3M | -5.8% | -8.1% | +2.3% | -4.7% |
| 6M | -9.7% | +3.8% | -13.5% | -11.0% |
| YTD | +4.2% | +11.5% | -7.2% | +0.8% |
| 1Y | +3.2% | +23.7% | -20.5% | -2.2% |
| 3Y | +70.6% | +145.8% | -75.2% | +39.2% |
| 5Y | +55.1% | +36.1% | +19.0% | +38.8% |
| 10Y | +107.6% | +42.4% | +65.1% | +72.9% |
| All | +7,469.7% | +954.3% | +6,515.4% | +4,328.0% |
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