+973.2%
IGV vs ENB
+2,264.7%
-1,291.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.9% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +3.2% | -2.2% | +5.5% | +4.1% |
| 3M | +4.5% | -10.5% | +15.0% | +8.8% |
| 6M | +22.1% | -5.1% | +27.2% | +23.7% |
| YTD | -1.0% | +9.0% | -10.0% | -5.5% |
| 1Y | -2.1% | +8.2% | -10.3% | -6.4% |
| 3Y | +44.6% | +67.8% | -23.2% | +14.1% |
| 5Y | +22.2% | +69.4% | -47.2% | -4.4% |
| 10Y | +364.7% | +117.5% | +247.2% | +211.7% |
| All | +973.2% | +2,264.7% | -1,291.5% | +213.0% |
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 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