+40.1%
IJR vs ENB
+61.9%
-21.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +3.0% | +0.9% |
| 7D | -2.3% | -4.6% | +2.2% | -0.2% |
| 30D | -4.7% | -5.2% | +0.5% | -2.4% |
| 3M | +2.1% | -13.4% | +15.5% | +9.0% |
| 6M | +13.9% | -7.8% | +21.7% | +17.4% |
| YTD | +18.2% | +4.9% | +13.3% | +13.5% |
| 1Y | +21.8% | +3.2% | +18.6% | +17.8% |
| 3Y | +52.2% | +71.0% | -18.8% | +7.0% |
| 5Y | +40.1% | +64.0% | -23.9% | +0.3% |
| All | +40.1% | +61.9% | -21.8% | +0.3% |
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