-6.5%
IR vs ENB
+8.5%
-15.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -13.6% | -0.2% | -13.4% | -13.6% |
| 3M | +3.7% | -7.5% | +11.2% | +5.1% |
| 6M | -13.1% | -4.1% | -8.9% | -12.9% |
| YTD | -5.1% | +9.8% | -14.9% | -9.3% |
| 1Y | -6.5% | +8.7% | -15.2% | -8.8% |
| All | -6.5% | +8.5% | -15.0% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling