+98.3%
ENB vs IWD
+212.1%
-113.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | -0.6% |
| 7D | -3.7% | +1.3% | -4.9% | -4.8% |
| 30D | +1.7% | +3.6% | -1.9% | -1.4% |
| 3M | -6.3% | +2.3% | -8.6% | -8.3% |
| 6M | -9.2% | +13.0% | -22.2% | -18.7% |
| YTD | +3.1% | +26.2% | -23.1% | -16.5% |
| 1Y | +3.4% | +30.5% | -27.1% | -18.8% |
| 3Y | +68.9% | +86.2% | -17.3% | -6.2% |
| 5Y | +51.7% | +72.9% | -21.2% | -10.2% |
| 10Y | +98.3% | +205.0% | -106.7% | -33.6% |
| All | +98.3% | +212.1% | -113.7% | -33.6% |
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