+2,551.3%
ICE vs ENB
+701.5%
+1,849.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +0.9% |
| 7D | +3.2% | -2.4% | +5.6% | +4.5% |
| 30D | +12.9% | +2.5% | +10.4% | +11.4% |
| 3M | +17.5% | -5.8% | +23.3% | +21.1% |
| 6M | +14.0% | -8.5% | +22.5% | +19.0% |
| YTD | +10.0% | +3.9% | +6.1% | +6.6% |
| 1Y | +19.5% | +3.7% | +15.8% | +16.0% |
| 3Y | +66.8% | +70.1% | -3.3% | +22.4% |
| 5Y | +40.3% | +53.2% | -12.8% | +7.3% |
| 10Y | +249.7% | +100.2% | +149.5% | +109.6% |
| All | +2,551.3% | +701.5% | +1,849.8% | +286.4% |
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 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