+2,700.0%
ENB vs IWD
+728.9%
+1,971.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.3% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | +2.2% | +2.7% | -0.5% | +0.4% |
| 3M | -8.1% | +0.9% | -8.9% | -8.7% |
| 6M | -11.2% | +10.5% | -21.7% | -17.1% |
| YTD | +2.0% | +23.7% | -21.7% | -11.9% |
| 1Y | +4.1% | +28.7% | -24.7% | -12.5% |
| 3Y | +64.7% | +79.7% | -15.0% | +9.8% |
| 5Y | +46.6% | +69.7% | -23.1% | +1.5% |
| 10Y | +102.7% | +211.4% | -108.7% | -2.7% |
| All | +2,700.0% | +728.9% | +1,971.0% | +738.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling