+776.1%
IVV vs ENB
+3,053.2%
-2,277.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | -2.2% | +2.3% | +0.8% |
| 3M | +2.0% | -10.5% | +12.5% | +5.9% |
| 6M | +13.0% | -5.1% | +18.1% | +14.7% |
| YTD | +13.6% | +9.0% | +4.6% | +9.2% |
| 1Y | +20.1% | +8.2% | +11.9% | +15.6% |
| 3Y | +77.6% | +67.8% | +9.9% | +43.7% |
| 5Y | +82.5% | +69.4% | +13.1% | +46.5% |
| 10Y | +316.5% | +117.5% | +199.0% | +192.9% |
| All | +776.1% | +3,053.2% | -2,277.1% | +261.6% |
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 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