+13.8%
IP vs ENB
+68.0%
-54.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -5.0% | -2.4% | -2.6% | -4.5% |
| 30D | +6.5% | +3.4% | +3.2% | +5.9% |
| 3M | -18.0% | -6.1% | -11.9% | -17.1% |
| 6M | +10.3% | -10.0% | +20.4% | +12.5% |
| YTD | -9.9% | +4.7% | -14.5% | -12.5% |
| 1Y | -1.1% | +7.5% | -8.6% | -4.8% |
| All | +13.8% | +68.0% | -54.2% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling