+306.5%
IVV vs ENB
+100.6%
+205.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +1.4% |
| 7D | -2.7% | -5.2% | +2.5% | -0.6% |
| 30D | -5.4% | +2.2% | -7.5% | -6.3% |
| 3M | -4.1% | -8.1% | +4.0% | -1.0% |
| 6M | +0.7% | -11.2% | +11.9% | +5.1% |
| YTD | +8.7% | +2.0% | +6.7% | +6.5% |
| 1Y | +11.0% | +4.1% | +6.9% | +7.7% |
| 3Y | +75.4% | +64.7% | +10.7% | +37.7% |
| 5Y | +68.3% | +46.6% | +21.8% | +38.2% |
| All | +306.5% | +100.6% | +205.9% | +175.3% |
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