+741.9%
IWM vs ENB
+2,700.0%
-1,958.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.1% |
| 7D | -2.0% | -5.2% | +3.2% | +0.3% |
| 30D | -1.5% | +2.2% | -3.6% | -2.5% |
| 3M | -8.0% | -8.1% | +0.1% | -4.8% |
| 6M | -4.1% | -11.2% | +7.1% | +0.5% |
| YTD | +11.9% | +2.0% | +9.9% | +9.7% |
| 1Y | +15.0% | +4.1% | +11.0% | +11.6% |
| 3Y | +64.2% | +64.7% | -0.5% | +28.5% |
| 5Y | +20.4% | +46.6% | -26.2% | -1.0% |
| 10Y | +168.0% | +102.7% | +65.3% | +84.2% |
| All | +741.9% | +2,700.0% | -1,958.1% | +198.2% |
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