+50.4%
IJH vs ENB
+68.0%
-17.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.0% |
| 7D | -1.9% | -4.7% | +2.8% | -0.6% |
| 30D | -4.6% | -5.9% | +1.2% | -3.1% |
| 3M | -1.2% | -14.2% | +13.1% | +3.1% |
| 6M | +9.4% | -8.6% | +18.0% | +11.5% |
| YTD | +13.3% | +3.9% | +9.4% | +10.0% |
| 1Y | +13.4% | +1.8% | +11.6% | +10.9% |
| 3Y | +50.4% | +68.5% | -18.1% | +12.9% |
| All | +50.4% | +68.0% | -17.6% | +12.9% |
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