+363.6%
IGV vs ENB
+109.5%
+254.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +2.3% | +3.1% | -0.8% | +1.2% |
| 30D | -6.0% | +2.1% | -8.1% | -6.8% |
| 3M | -4.8% | -4.4% | -0.4% | -3.4% |
| 6M | +14.2% | -10.1% | +24.3% | +18.1% |
| YTD | -4.2% | +5.2% | -9.4% | -7.6% |
| 1Y | -5.3% | +4.2% | -9.5% | -8.3% |
| 3Y | +38.8% | +70.1% | -31.3% | +8.3% |
| 5Y | +14.2% | +59.4% | -45.2% | -8.7% |
| All | +363.6% | +109.5% | +254.1% | +203.4% |
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 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