+337.2%
IP vs ENB
+11,488.2%
-11,151.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | +11.2% | +6.0% | +5.3% | +8.7% |
| 3M | -14.8% | -7.4% | -7.4% | -12.4% |
| 6M | +17.3% | -8.5% | +25.8% | +20.9% |
| YTD | -6.2% | +6.1% | -12.3% | -9.2% |
| 1Y | +2.3% | +9.4% | -7.1% | -2.1% |
| 3Y | +17.7% | +71.5% | -53.8% | -6.5% |
| 5Y | -8.4% | +57.5% | -65.9% | -25.0% |
| 10Y | +32.1% | +110.9% | -78.8% | -5.9% |
| All | +337.2% | +11,488.2% | -11,151.0% | +88.0% |
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