+2,891.1%
ENB vs IWD
+726.5%
+2,164.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -2.2% | +0.6% | -2.8% | -2.7% |
| 3M | -10.5% | +7.2% | -17.7% | -14.7% |
| 6M | -5.1% | +16.2% | -21.3% | -14.3% |
| YTD | +9.0% | +23.3% | -14.4% | -5.6% |
| 1Y | +8.2% | +29.6% | -21.4% | -9.4% |
| 3Y | +67.8% | +70.5% | -2.7% | +16.0% |
| 5Y | +69.4% | +73.5% | -4.1% | +15.7% |
| 10Y | +117.5% | +198.3% | -80.8% | +7.2% |
| All | +2,891.1% | +726.5% | +2,164.6% | +798.7% |
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