+735.8%
IVV vs ENB
+2,928.6%
-2,192.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.9% |
| 7D | -4.8% | -2.4% | -2.4% | -3.9% |
| 30D | -5.9% | +3.4% | -9.3% | -7.1% |
| 3M | -4.5% | -6.1% | +1.6% | -2.5% |
| 6M | +1.8% | -10.0% | +11.9% | +5.3% |
| YTD | +8.4% | +4.7% | +3.7% | +5.6% |
| 1Y | +9.4% | +7.5% | +1.9% | +5.5% |
| 3Y | +75.3% | +69.1% | +6.1% | +41.3% |
| 5Y | +67.8% | +50.4% | +17.4% | +40.6% |
| 10Y | +314.2% | +108.0% | +206.2% | +196.2% |
| All | +735.8% | +2,928.6% | -2,192.7% | +249.7% |
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