+59.3%
ENB vs IWD
+72.9%
-13.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.1% | +2.3% | +0.8% | +1.6% |
| 30D | +2.1% | +3.6% | -1.5% | -0.3% |
| 3M | -4.4% | +2.2% | -6.6% | -5.9% |
| 6M | -10.1% | +13.0% | -23.0% | -17.3% |
| YTD | +5.2% | +26.5% | -21.3% | -10.9% |
| 1Y | +4.2% | +30.1% | -25.9% | -13.5% |
| 3Y | +70.1% | +84.9% | -14.8% | +4.7% |
| All | +59.3% | +72.9% | -13.6% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling