+12.2%
IOT vs ENB
+7.5%
+4.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.4% |
| 30D | +3.8% | -2.2% | +6.0% | +2.8% |
| 3M | +14.2% | -10.5% | +24.7% | +9.5% |
| 6M | +40.1% | -5.1% | +45.2% | +37.2% |
| YTD | +13.4% | +9.0% | +4.4% | +14.1% |
| 1Y | +12.2% | +8.2% | +4.0% | +14.1% |
| All | +12.2% | +7.5% | +4.6% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling