+671.1%
IWF vs ENB
+2,787.4%
-2,116.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +2.8% | +3.1% | -0.3% | +1.7% |
| 30D | -7.5% | +2.1% | -9.7% | -8.3% |
| 3M | -8.5% | -4.4% | -4.1% | -7.2% |
| 6M | -7.4% | -10.1% | +2.6% | -4.4% |
| YTD | -2.6% | +5.2% | -7.8% | -5.4% |
| 1Y | -1.8% | +4.2% | -6.1% | -4.3% |
| 3Y | +65.5% | +70.1% | -4.6% | +33.8% |
| 5Y | +55.8% | +59.4% | -3.6% | +28.5% |
| 10Y | +384.9% | +109.5% | +275.4% | +248.4% |
| All | +671.1% | +2,787.4% | -2,116.2% | +226.9% |
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