+80.4%
IBM vs ENB
+63.8%
+16.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.6% |
| 7D | -5.0% | -5.2% | +0.2% | -4.5% |
| 30D | +11.1% | +2.2% | +8.9% | +10.9% |
| 3M | +5.7% | -8.1% | +13.8% | +6.5% |
| 6M | +10.1% | -11.2% | +21.3% | +11.1% |
| YTD | -15.6% | +2.0% | -17.6% | -17.4% |
| 1Y | -19.5% | +4.1% | -23.6% | -21.7% |
| 3Y | +80.4% | +64.7% | +15.7% | +58.1% |
| All | +80.4% | +63.8% | +16.6% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling