+145.6%
IEMG vs ENB
+159.2%
-13.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | +5.5% | -7.5% | +13.0% | +8.3% |
| 6M | +19.7% | -4.1% | +23.8% | +20.9% |
| YTD | +25.5% | +9.8% | +15.7% | +19.8% |
| 1Y | +35.5% | +8.7% | +26.8% | +29.7% |
| 3Y | +88.0% | +79.0% | +9.0% | +45.6% |
| 5Y | +50.6% | +69.1% | -18.5% | +18.4% |
| 10Y | +138.4% | +96.5% | +41.9% | +68.0% |
| All | +145.6% | +159.2% | -13.6% | +45.5% |
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