+727.5%
IWF vs ENB
+2,891.1%
-2,163.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.3% |
| 7D | +0.5% | -0.2% | +0.8% | +0.6% |
| 30D | -0.4% | -2.2% | +1.8% | +0.3% |
| 3M | -2.6% | -10.5% | +7.9% | +1.0% |
| 6M | +9.1% | -5.1% | +14.2% | +10.6% |
| YTD | +4.5% | +9.0% | -4.5% | +0.5% |
| 1Y | +10.1% | +8.2% | +1.9% | +6.0% |
| 3Y | +77.6% | +67.8% | +9.9% | +44.4% |
| 5Y | +73.7% | +69.4% | +4.3% | +40.3% |
| 10Y | +411.5% | +117.5% | +294.0% | +262.5% |
| All | +727.5% | +2,891.1% | -2,163.5% | +247.0% |
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 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