-4.7%
IBM vs ENB
-4.8%
+0.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | -0.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +0.3% | -2.2% | +2.5% | -0.2% |
| 3M | -21.6% | -10.5% | -11.1% | -22.6% |
| 6M | -4.7% | -5.1% | +0.4% | -3.5% |
| All | -4.7% | -4.8% | +0.1% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling