+40.6%
ICE vs ENB
+71.0%
-30.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +5.0% | -0.2% | +5.2% | +5.0% |
| 3M | +13.9% | -7.5% | +21.4% | +17.3% |
| 6M | -4.4% | -4.1% | -0.3% | -3.1% |
| YTD | -1.9% | +9.8% | -11.7% | -6.3% |
| 1Y | -8.1% | +8.7% | -16.8% | -11.9% |
| 3Y | +42.5% | +79.0% | -36.5% | +9.5% |
| 5Y | +40.6% | +69.1% | -28.4% | +10.4% |
| All | +40.6% | +71.0% | -30.4% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling