+990.2%
IBKR vs ENB
+92.6%
+897.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.5% |
| 7D | -1.3% | -4.7% | +3.3% | +0.4% |
| 30D | -0.2% | -5.9% | +5.7% | +2.0% |
| 3M | +3.0% | -14.2% | +17.2% | +8.8% |
| 6M | +33.9% | -8.6% | +42.4% | +37.5% |
| YTD | +42.5% | +3.9% | +38.6% | +38.4% |
| 1Y | +44.9% | +1.8% | +43.1% | +41.7% |
| 3Y | +293.0% | +68.5% | +224.5% | +207.4% |
| 5Y | +497.7% | +62.4% | +435.2% | +369.7% |
| All | +990.2% | +92.6% | +897.6% | +629.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling