+66.9%
IYR vs ENB
+92.6%
-25.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.2% |
| 7D | -1.4% | -4.7% | +3.3% | +0.8% |
| 30D | -2.7% | -5.9% | +3.2% | 0.0% |
| 3M | -2.1% | -14.2% | +12.1% | +4.8% |
| 6M | +3.6% | -8.6% | +12.2% | +7.5% |
| YTD | +8.1% | +3.9% | +4.2% | +5.5% |
| 1Y | +4.7% | +1.8% | +2.9% | +3.0% |
| 3Y | +29.1% | +68.5% | -39.4% | -0.2% |
| 5Y | +6.9% | +62.4% | -55.5% | -16.4% |
| All | +66.9% | +92.6% | -25.6% | +15.4% |
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 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