+345.2%
IR vs ENB
+104.5%
+240.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.0% |
| 7D | +5.0% | -3.7% | +8.7% | +7.3% |
| 30D | +10.3% | +1.7% | +8.6% | +9.2% |
| 3M | -0.1% | -6.3% | +6.2% | +3.5% |
| 6M | +14.8% | -9.2% | +23.9% | +20.4% |
| YTD | +9.7% | +3.1% | +6.6% | +6.2% |
| 1Y | +12.2% | +3.4% | +8.8% | +8.3% |
| 3Y | +30.0% | +68.9% | -38.9% | -9.4% |
| 5Y | +46.8% | +51.7% | -4.9% | +8.8% |
| All | +345.2% | +104.5% | +240.7% | +155.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling