+6.1%
IYR vs ENB
+61.9%
-55.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +1.0% |
| 7D | -2.8% | -4.6% | +1.7% | -0.6% |
| 30D | -2.5% | -5.2% | +2.7% | 0.0% |
| 3M | -3.0% | -13.4% | +10.4% | +4.1% |
| 6M | +1.6% | -7.8% | +9.4% | +5.3% |
| YTD | +7.3% | +4.9% | +2.4% | +3.6% |
| 1Y | +5.6% | +3.2% | +2.4% | +2.7% |
| 3Y | +28.1% | +71.0% | -42.9% | -7.1% |
| 5Y | +6.1% | +64.0% | -57.9% | -19.7% |
| All | +6.1% | +61.9% | -55.8% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling