+40.2%
IGV vs ENB
+70.6%
-30.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | -8.1% | +2.0% | -10.2% | -8.2% |
| 3M | -1.6% | -5.8% | +4.2% | -1.4% |
| 6M | +12.7% | -9.7% | +22.4% | +12.9% |
| YTD | -3.3% | +4.2% | -7.5% | -5.6% |
| 1Y | -7.9% | +3.2% | -11.1% | -10.0% |
| All | +40.2% | +70.6% | -30.4% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling