+48.4%
IR vs ENB
+69.5%
-21.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -15.1% | -2.2% | -12.9% | -14.3% |
| 3M | +6.1% | -10.5% | +16.6% | +11.7% |
| 6M | -16.8% | -5.1% | -11.7% | -15.3% |
| YTD | -3.5% | +9.0% | -12.5% | -8.9% |
| 1Y | -3.5% | +8.2% | -11.7% | -8.7% |
| 3Y | +9.5% | +67.8% | -58.3% | -21.7% |
| All | +48.4% | +69.5% | -21.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling