+17.6%
IP vs ENB
+109.5%
-91.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -0.3% | +3.1% | -3.4% | -1.8% |
| 30D | +7.9% | +2.1% | +5.8% | +6.7% |
| 3M | -15.3% | -4.4% | -10.9% | -13.6% |
| 6M | +10.5% | -10.1% | +20.6% | +15.9% |
| YTD | -9.4% | +5.2% | -14.6% | -13.1% |
| 1Y | -4.6% | +4.2% | -8.9% | -8.1% |
| 3Y | +21.2% | +70.1% | -48.8% | -11.8% |
| 5Y | -13.3% | +59.4% | -72.7% | -35.1% |
| All | +17.6% | +109.5% | -91.9% | -28.3% |
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 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