+56.5%
IOT vs ENB
+79.2%
-22.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.5% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | -3.0% | -1.1% | -2.0% | -2.6% |
| 3M | +15.0% | -8.5% | +23.4% | +18.8% |
| 6M | +13.1% | -4.5% | +17.7% | +13.8% |
| YTD | +9.0% | +9.1% | -0.1% | +1.3% |
| 1Y | +0.1% | +8.0% | -7.8% | -6.7% |
| 3Y | +26.4% | +77.8% | -51.4% | -18.3% |
| All | +56.5% | +79.2% | -22.7% | -32.3% |
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 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