+44.7%
IBKR vs ENB
+7.5%
+37.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.6% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | +4.5% | -2.2% | +6.7% | +4.0% |
| 3M | +6.5% | -10.5% | +17.0% | +4.5% |
| 6M | +34.2% | -5.1% | +39.3% | +32.4% |
| YTD | +44.5% | +9.0% | +35.5% | +43.6% |
| 1Y | +44.7% | +8.2% | +36.5% | +44.4% |
| All | +44.7% | +7.5% | +37.2% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling