-16.1%
IP vs ENB
+69.5%
-85.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.6% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -10.9% | -2.2% | -8.6% | -10.1% |
| 3M | +11.2% | -10.5% | +21.7% | +16.4% |
| 6M | -10.2% | -5.1% | -5.2% | -8.9% |
| YTD | -2.0% | +9.0% | -10.9% | -7.4% |
| 1Y | -19.1% | +8.2% | -27.3% | -23.3% |
| 3Y | +20.9% | +67.8% | -46.9% | -12.1% |
| All | -16.1% | +69.5% | -85.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling