+1,148.9%
IJR vs ENB
+2,914.3%
-1,765.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | +4.4% | -7.5% | +11.9% | +7.7% |
| 6M | +16.1% | -4.1% | +20.3% | +17.7% |
| YTD | +20.6% | +9.8% | +10.8% | +14.8% |
| 1Y | +22.9% | +8.7% | +14.2% | +17.3% |
| 3Y | +55.2% | +79.0% | -23.8% | +18.1% |
| 5Y | +41.1% | +69.1% | -28.0% | +9.7% |
| 10Y | +167.0% | +96.5% | +70.5% | +87.6% |
| All | +1,148.9% | +2,914.3% | -1,765.5% | +342.7% |
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