+55.4%
IOT vs ENB
+70.7%
-15.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -4.5% | -4.7% | +0.1% | -2.6% |
| 30D | -2.4% | -5.9% | +3.4% | 0.0% |
| 3M | +19.0% | -14.2% | +33.2% | +26.5% |
| 6M | +19.6% | -8.6% | +28.2% | +22.4% |
| YTD | +8.3% | +3.9% | +4.4% | +2.7% |
| 1Y | -0.8% | +1.8% | -2.6% | -5.0% |
| 3Y | +24.4% | +68.5% | -44.1% | -17.7% |
| All | +55.4% | +70.7% | -15.3% | -31.4% |
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