+356.7%
IP vs ENB
+11,799.4%
-11,442.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.5% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -10.9% | -2.2% | -8.6% | -10.2% |
| 3M | +11.2% | -10.5% | +21.7% | +15.8% |
| 6M | -10.2% | -5.1% | -5.2% | -8.9% |
| YTD | -2.0% | +9.0% | -10.9% | -6.0% |
| 1Y | -19.1% | +8.2% | -27.3% | -22.3% |
| 3Y | +20.9% | +67.8% | -46.9% | -3.3% |
| 5Y | -17.8% | +69.4% | -87.2% | -34.5% |
| 10Y | +23.5% | +117.5% | -94.0% | -13.1% |
| All | +356.7% | +11,799.4% | -11,442.7% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling