+700.6%
IYR vs ENB
+2,808.0%
-2,107.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.9% | -2.2% | -0.6% | -2.0% |
| 3M | +0.8% | -10.5% | +11.3% | +5.6% |
| 6M | +1.9% | -5.1% | +6.9% | +3.8% |
| YTD | +9.6% | +9.0% | +0.7% | +5.1% |
| 1Y | +8.1% | +8.2% | -0.1% | +3.8% |
| 3Y | +29.2% | +67.8% | -38.6% | +2.0% |
| 5Y | +4.3% | +69.4% | -65.1% | -18.4% |
| 10Y | +64.7% | +117.5% | -52.8% | +10.7% |
| All | +700.6% | +2,808.0% | -2,107.4% | +186.6% |
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