+291.3%
IR vs ENB
+116.1%
+175.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -15.1% | -2.2% | -12.9% | -14.1% |
| 3M | +6.1% | -10.5% | +16.6% | +12.7% |
| 6M | -16.8% | -5.1% | -11.7% | -14.9% |
| YTD | -3.5% | +9.0% | -12.5% | -9.5% |
| 1Y | -3.5% | +8.2% | -11.7% | -9.2% |
| 3Y | +9.5% | +67.8% | -58.3% | -23.3% |
| 5Y | +45.1% | +69.4% | -24.3% | +0.5% |
| All | +291.3% | +116.1% | +175.2% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling