-0.8%
IP vs ENB
+5.2%
-6.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +0.9% |
| 7D | -5.1% | -5.2% | +0.1% | -5.0% |
| 30D | +8.5% | +2.2% | +6.3% | +8.7% |
| 3M | -13.8% | -8.1% | -5.8% | -13.9% |
| 6M | +5.7% | -11.2% | +16.9% | +6.1% |
| YTD | -9.1% | +2.0% | -11.1% | -12.8% |
| 1Y | -0.8% | +4.1% | -4.9% | -5.8% |
| All | -0.8% | +5.2% | -6.0% | -5.8% |
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