+1,045.0%
IJH vs ENB
+2,779.4%
-1,734.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +0.7% |
| 7D | -2.5% | -4.6% | +2.1% | -0.6% |
| 30D | -5.0% | -5.2% | +0.2% | -2.9% |
| 3M | +0.5% | -13.4% | +13.9% | +6.6% |
| 6M | +8.2% | -7.8% | +16.0% | +11.5% |
| YTD | +12.4% | +4.9% | +7.6% | +9.1% |
| 1Y | +14.4% | +3.2% | +11.1% | +11.6% |
| 3Y | +49.5% | +71.0% | -21.5% | +16.0% |
| 5Y | +47.8% | +64.0% | -16.2% | +16.4% |
| 10Y | +180.4% | +92.8% | +87.6% | +98.2% |
| All | +1,045.0% | +2,779.4% | -1,734.4% | +308.0% |
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