+340.0%
IR vs ENB
+106.0%
+233.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.6% |
| 7D | +1.5% | -2.4% | +3.9% | +3.0% |
| 30D | +9.0% | +2.5% | +6.5% | +7.4% |
| 3M | -0.9% | -5.8% | +4.9% | +2.4% |
| 6M | +13.4% | -8.5% | +21.9% | +18.5% |
| YTD | +8.5% | +3.9% | +4.6% | +4.5% |
| 1Y | +11.3% | +3.7% | +7.6% | +7.2% |
| 3Y | +26.0% | +70.1% | -44.1% | -12.5% |
| 5Y | +47.9% | +53.2% | -5.3% | +8.9% |
| All | +340.0% | +106.0% | +233.9% | +151.3% |
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