+309.6%
IVV vs ENB
+99.8%
+209.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +0.1% | -3.7% | +3.7% | +1.6% |
| 30D | -3.3% | +1.7% | -5.0% | -4.0% |
| 3M | -2.4% | -6.3% | +3.9% | 0.0% |
| 6M | +2.6% | -9.2% | +11.8% | +6.1% |
| YTD | +11.3% | +3.1% | +8.2% | +8.5% |
| 1Y | +13.4% | +3.4% | +10.1% | +10.4% |
| 3Y | +80.3% | +68.9% | +11.4% | +40.0% |
| 5Y | +72.7% | +51.7% | +21.0% | +39.8% |
| 10Y | +309.6% | +98.3% | +211.3% | +176.0% |
| All | +309.6% | +99.8% | +209.8% | +176.0% |
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