+1,395.9%
IBKR vs ENB
+592.0%
+803.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.9% | +0.8% |
| 7D | -3.8% | -4.6% | +0.8% | -1.8% |
| 30D | -0.3% | -5.2% | +4.9% | +2.0% |
| 3M | +4.8% | -13.4% | +18.2% | +11.3% |
| 6M | +30.8% | -7.8% | +38.6% | +34.5% |
| YTD | +39.5% | +4.9% | +34.6% | +34.5% |
| 1Y | +43.7% | +3.2% | +40.4% | +39.4% |
| 3Y | +284.7% | +71.0% | +213.7% | +191.1% |
| 5Y | +484.9% | +64.0% | +420.9% | +345.4% |
| 10Y | +980.8% | +92.8% | +888.1% | +616.2% |
| All | +1,395.9% | +592.0% | +803.9% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling