+25.4%
IP vs ENB
+105.8%
-80.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.3% |
| 7D | -5.0% | -2.4% | -2.6% | -3.8% |
| 30D | +6.5% | +3.4% | +3.2% | +4.7% |
| 3M | -18.0% | -6.1% | -11.9% | -15.6% |
| 6M | +10.3% | -10.0% | +20.4% | +15.6% |
| YTD | -9.9% | +4.7% | -14.5% | -13.3% |
| 1Y | -1.1% | +7.5% | -8.6% | -6.2% |
| 3Y | +13.0% | +69.1% | -56.1% | -17.4% |
| 5Y | -12.3% | +50.4% | -62.7% | -32.1% |
| All | +25.4% | +105.8% | -80.4% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling