+763.2%
IWM vs ENB
+2,751.9%
-1,988.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | +0.3% | -2.4% | +2.7% | +1.4% |
| 30D | +0.6% | +2.5% | -1.9% | -0.6% |
| 3M | -6.2% | -5.8% | -0.4% | -4.0% |
| 6M | -0.8% | -8.5% | +7.7% | +2.6% |
| YTD | +14.8% | +3.9% | +10.9% | +11.6% |
| 1Y | +16.1% | +3.7% | +12.5% | +13.0% |
| 3Y | +71.5% | +70.1% | +1.5% | +32.3% |
| 5Y | +25.8% | +53.2% | -27.4% | +1.4% |
| 10Y | +155.4% | +100.2% | +55.2% | +76.4% |
| All | +763.2% | +2,751.9% | -1,988.8% | +203.2% |
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