+14.8%
IP vs ENB
+63.8%
-49.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.3% |
| 7D | -5.1% | -5.2% | +0.1% | -4.1% |
| 30D | +8.5% | +2.2% | +6.3% | +8.1% |
| 3M | -13.8% | -8.1% | -5.8% | -12.5% |
| 6M | +5.7% | -11.2% | +16.9% | +8.1% |
| YTD | -9.1% | +2.0% | -11.1% | -11.4% |
| 1Y | -0.8% | +4.1% | -4.9% | -3.9% |
| 3Y | +14.8% | +64.7% | -49.9% | -11.1% |
| All | +14.8% | +63.8% | -49.0% | -11.1% |
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