+23.9%
IP vs ENB
+67.6%
-43.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.4% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -10.9% | -2.2% | -8.6% | -10.5% |
| 3M | +11.2% | -10.5% | +21.7% | +13.7% |
| 6M | -10.2% | -5.1% | -5.2% | -9.5% |
| YTD | -2.0% | +9.0% | -10.9% | -5.4% |
| 1Y | -19.1% | +8.2% | -27.3% | -21.8% |
| All | +23.9% | +67.6% | -43.7% | +1.5% |
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 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