+20.0%
IWM vs ENB
+46.5%
-26.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.2% |
| 7D | -2.0% | -5.2% | +3.2% | +0.4% |
| 30D | -1.5% | +2.2% | -3.6% | -2.5% |
| 3M | -8.0% | -8.1% | +0.1% | -4.6% |
| 6M | -4.1% | -11.2% | +7.1% | +0.7% |
| YTD | +11.9% | +2.0% | +9.9% | +8.5% |
| 1Y | +15.0% | +4.1% | +11.0% | +10.1% |
| 3Y | +64.2% | +64.7% | -0.5% | +16.1% |
| All | +20.0% | +46.5% | -26.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling