+41.1%
IGV vs ENB
+79.6%
-38.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | +7.3% | -7.5% | +14.9% | +7.9% |
| 6M | +16.7% | -4.1% | +20.9% | +16.6% |
| YTD | -2.8% | +9.8% | -12.7% | -5.6% |
| 1Y | -6.7% | +8.7% | -15.4% | -9.1% |
| 3Y | +41.1% | +79.0% | -37.9% | +18.4% |
| All | +41.1% | +79.6% | -38.5% | +18.4% |
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 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