+808.3%
IWM vs ENB
+2,891.1%
-2,082.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -1.3% | -2.2% | +1.0% | -0.4% |
| 3M | +1.6% | -10.5% | +12.1% | +6.4% |
| 6M | +13.6% | -5.1% | +18.6% | +15.6% |
| YTD | +20.8% | +9.0% | +11.8% | +15.2% |
| 1Y | +26.4% | +8.2% | +18.2% | +20.8% |
| 3Y | +60.7% | +67.8% | -7.1% | +24.8% |
| 5Y | +38.2% | +69.4% | -31.2% | +6.7% |
| 10Y | +169.5% | +117.5% | +52.0% | +79.4% |
| All | +808.3% | +2,891.1% | -2,082.8% | +212.9% |
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 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