+131.6%
IBM vs ENB
+103.5%
+28.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | -16.8% | -7.5% | -9.2% | -14.6% |
| 6M | -9.0% | -4.1% | -4.9% | -8.1% |
| YTD | -20.1% | +9.8% | -29.9% | -24.1% |
| 1Y | -7.0% | +8.7% | -15.7% | -11.5% |
| 3Y | +72.4% | +79.0% | -6.6% | +30.5% |
| 5Y | +112.0% | +69.1% | +42.9% | +62.5% |
| 10Y | +131.6% | +96.5% | +35.1% | +54.6% |
| All | +131.6% | +103.5% | +28.1% | +54.6% |
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