+96.5%
ENB vs IWD
+195.2%
-98.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.3% |
| 30D | -0.2% | -0.8% | +0.6% | +0.4% |
| 3M | -7.5% | +8.0% | -15.5% | -13.8% |
| 6M | -4.1% | +18.2% | -22.3% | -17.5% |
| YTD | +9.8% | +22.3% | -12.5% | -8.6% |
| 1Y | +8.7% | +28.9% | -20.2% | -13.8% |
| 3Y | +79.0% | +71.5% | +7.5% | +7.2% |
| 5Y | +69.1% | +73.6% | -4.5% | -0.7% |
| 10Y | +96.5% | +194.7% | -98.2% | -33.8% |
| All | +96.5% | +195.2% | -98.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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