+143.5%
IWM vs ENB
+109.5%
+34.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.4% | +3.1% | -1.7% | -0.1% |
| 30D | +2.3% | +2.1% | +0.2% | +1.1% |
| 3M | -8.3% | -4.4% | -3.9% | -6.5% |
| 6M | -1.3% | -10.1% | +8.7% | +3.3% |
| YTD | +13.5% | +5.2% | +8.3% | +9.1% |
| 1Y | +18.4% | +4.2% | +14.2% | +14.2% |
| 3Y | +69.6% | +70.1% | -0.5% | +25.0% |
| 5Y | +23.3% | +59.4% | -36.1% | -6.3% |
| All | +143.5% | +109.5% | +34.1% | +54.9% |
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 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