+23.9%
IR vs ENB
+72.2%
-48.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +2.5% | +3.1% | -0.6% | +1.7% |
| 30D | +9.2% | +2.1% | +7.0% | +8.5% |
| 3M | +0.9% | -4.4% | +5.4% | +2.0% |
| 6M | +19.2% | -10.1% | +29.3% | +22.3% |
| YTD | +7.5% | +5.2% | +2.3% | +4.5% |
| 1Y | +11.7% | +4.2% | +7.5% | +8.9% |
| 3Y | +23.9% | +70.1% | -46.2% | +4.2% |
| All | +23.9% | +72.2% | -48.3% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling