+129.8%
IEF vs ENB
+1,933.7%
-1,803.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | -0.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | -2.2% | +1.5% | -0.8% |
| 3M | -1.0% | -10.5% | +9.5% | -1.3% |
| 6M | -2.8% | -5.1% | +2.3% | -2.9% |
| YTD | -1.5% | +9.0% | -10.5% | -1.2% |
| 1Y | -0.4% | +8.2% | -8.6% | -0.1% |
| 3Y | +9.7% | +67.8% | -58.1% | +11.8% |
| 5Y | -8.3% | +69.4% | -77.7% | -6.3% |
| 10Y | +4.6% | +117.5% | -112.9% | +9.1% |
| All | +129.8% | +1,933.7% | -1,803.8% | +161.6% |
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