+707.1%
IYR vs ENB
+2,707.2%
-2,000.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.6% | +3.1% | -2.5% | -0.7% |
| 30D | +6.6% | +2.1% | +4.4% | +5.6% |
| 3M | -1.8% | -4.4% | +2.6% | 0.0% |
| 6M | +1.4% | -10.1% | +11.5% | +5.8% |
| YTD | +10.5% | +5.2% | +5.3% | +7.4% |
| 1Y | +10.6% | +4.2% | +6.4% | +7.9% |
| 3Y | +41.8% | +70.1% | -28.3% | +11.3% |
| 5Y | +6.0% | +59.4% | -53.4% | -14.8% |
| 10Y | +86.7% | +109.5% | -22.8% | +27.7% |
| All | +707.1% | +2,707.2% | -2,000.0% | +193.1% |
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 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