+30.8%
IYR vs ENB
+79.6%
-48.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -2.5% | -0.2% | -2.3% | -2.5% |
| 3M | +1.5% | -7.5% | +9.0% | +4.9% |
| 6M | +3.9% | -4.1% | +8.0% | +5.4% |
| YTD | +9.5% | +9.8% | -0.3% | +3.6% |
| 1Y | +7.5% | +8.7% | -1.2% | +2.0% |
| 3Y | +30.8% | +79.0% | -48.2% | -10.1% |
| All | +30.8% | +79.6% | -48.8% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling