+210.5%
ICE vs ENB
+94.4%
+116.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +1.0% |
| 7D | -5.3% | -4.6% | -0.8% | -3.7% |
| 30D | +3.0% | -5.2% | +8.2% | +5.1% |
| 3M | +11.4% | -13.4% | +24.8% | +17.5% |
| 6M | -2.0% | -7.8% | +5.8% | +0.7% |
| YTD | -3.1% | +4.9% | -8.0% | -5.5% |
| 1Y | -8.4% | +3.2% | -11.6% | -10.1% |
| 3Y | +40.7% | +71.0% | -30.2% | +12.9% |
| 5Y | +40.0% | +64.0% | -24.0% | +13.4% |
| All | +210.5% | +94.4% | +116.1% | +115.1% |
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 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