+941.2%
IGV vs ENB
+2,171.2%
-1,230.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -8.6% | +1.4% | -10.0% | -9.2% |
| 3M | -1.6% | -5.2% | +3.6% | +0.2% |
| 6M | +13.4% | -9.9% | +23.4% | +17.4% |
| YTD | -4.0% | +4.7% | -8.6% | -7.1% |
| 1Y | -7.6% | +2.8% | -10.4% | -10.0% |
| 3Y | +39.3% | +71.3% | -32.0% | +8.9% |
| 5Y | +14.5% | +58.6% | -44.1% | -8.1% |
| 10Y | +358.7% | +108.5% | +250.3% | +213.2% |
| All | +941.2% | +2,171.2% | -1,230.1% | +208.0% |
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