+263.5%
ICE vs ENB
+108.4%
+155.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +13.7% | +1.4% | +12.3% | +13.1% |
| 3M | +17.9% | -5.2% | +23.1% | +20.2% |
| 6M | +15.0% | -9.9% | +24.9% | +19.3% |
| YTD | +10.9% | +4.7% | +6.3% | +8.3% |
| 1Y | +17.0% | +2.8% | +14.2% | +15.0% |
| 3Y | +68.2% | +71.3% | -3.1% | +34.7% |
| 5Y | +40.4% | +58.6% | -18.2% | +15.1% |
| All | +263.5% | +108.4% | +155.1% | +151.0% |
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