+711.5%
IYR vs ENB
+2,681.4%
-1,969.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.2% | -1.8% | +0.6% | -0.4% |
| 30D | +6.1% | +2.0% | +4.1% | +5.1% |
| 3M | +0.9% | -5.8% | +6.8% | +3.4% |
| 6M | +1.2% | -9.7% | +10.8% | +5.4% |
| YTD | +11.1% | +4.2% | +6.9% | +8.5% |
| 1Y | +9.0% | +3.2% | +5.7% | +6.7% |
| 3Y | +41.4% | +70.6% | -29.2% | +10.8% |
| 5Y | +6.7% | +55.1% | -48.5% | -13.3% |
| 10Y | +87.7% | +107.6% | -19.9% | +28.9% |
| All | +711.5% | +2,681.4% | -1,969.9% | +195.9% |
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