+2,533.7%
IBM vs ENB
+11,160.3%
-8,626.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -2.5% | -3.7% | +1.1% | -1.6% |
| 30D | +8.4% | +1.7% | +6.6% | +7.9% |
| 3M | +4.5% | -6.3% | +10.8% | +6.0% |
| 6M | +7.9% | -9.2% | +17.1% | +10.1% |
| YTD | -15.2% | +3.1% | -18.3% | -16.5% |
| 1Y | -17.6% | +3.4% | -20.9% | -18.9% |
| 3Y | +82.1% | +68.9% | +13.1% | +57.7% |
| 5Y | +143.3% | +51.7% | +91.6% | +115.4% |
| 10Y | +149.9% | +98.3% | +51.6% | +103.3% |
| All | +2,533.7% | +11,160.3% | -8,626.7% | +1,260.8% |
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