+2,413.6%
IBM vs ENB
+11,799.4%
-9,385.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +0.3% | -2.2% | +2.5% | +0.8% |
| 3M | -21.6% | -10.5% | -11.1% | -19.7% |
| 6M | -4.7% | -5.1% | +0.4% | -3.9% |
| YTD | -19.1% | +9.0% | -28.0% | -21.3% |
| 1Y | -2.5% | +8.2% | -10.7% | -5.1% |
| 3Y | +74.2% | +67.8% | +6.4% | +51.1% |
| 5Y | +113.1% | +69.4% | +43.8% | +83.8% |
| 10Y | +133.5% | +117.5% | +16.0% | +86.0% |
| All | +2,413.6% | +11,799.4% | -9,385.8% | +1,181.9% |
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