+307.4%
IVV vs ENB
+99.3%
+208.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | -0.6% | -2.4% | +1.8% | +0.4% |
| 30D | -3.7% | +2.5% | -6.1% | -4.7% |
| 3M | -2.7% | -5.8% | +3.1% | -0.6% |
| 6M | +2.2% | -8.5% | +10.7% | +5.4% |
| YTD | +10.9% | +3.9% | +7.0% | +7.8% |
| 1Y | +11.3% | +3.7% | +7.6% | +8.2% |
| 3Y | +76.9% | +70.1% | +6.8% | +37.0% |
| 5Y | +73.5% | +53.2% | +20.3% | +39.8% |
| 10Y | +307.4% | +100.2% | +207.2% | +173.6% |
| All | +307.4% | +99.3% | +208.1% | +173.6% |
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 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