+144.6%
IEFA vs ENB
+92.6%
+52.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -1.6% | -4.7% | +3.1% | +0.3% |
| 30D | -1.5% | -5.9% | +4.4% | +0.8% |
| 3M | +3.4% | -14.2% | +17.7% | +9.7% |
| 6M | +9.5% | -8.6% | +18.1% | +12.9% |
| YTD | +13.0% | +3.9% | +9.2% | +10.2% |
| 1Y | +18.0% | +1.8% | +16.2% | +15.9% |
| 3Y | +65.4% | +68.5% | -3.1% | +30.1% |
| 5Y | +51.6% | +62.4% | -10.9% | +20.6% |
| All | +144.6% | +92.6% | +52.0% | +74.2% |
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