+22.2%
IGV vs ENB
+69.6%
-47.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | +7.3% | -7.5% | +14.9% | +9.6% |
| 6M | +16.7% | -4.1% | +20.9% | +17.4% |
| YTD | -2.8% | +9.8% | -12.7% | -7.6% |
| 1Y | -6.7% | +8.7% | -15.4% | -11.0% |
| 3Y | +41.1% | +79.0% | -37.9% | +5.2% |
| All | +22.2% | +69.6% | -47.4% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling