+782.9%
ENTG vs IAG
+427.6%
+355.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.1% |
| 7D | +1.2% | -1.1% | +2.2% | +1.3% |
| 30D | -12.9% | +12.1% | -25.0% | -14.2% |
| 3M | -3.1% | +25.5% | -28.6% | -6.1% |
| 6M | +21.0% | -7.1% | +28.1% | +21.1% |
| YTD | +67.0% | +22.9% | +44.1% | +61.7% |
| 1Y | +68.6% | +83.3% | -14.7% | +56.3% |
| 3Y | +48.6% | +808.5% | -759.9% | +15.0% |
| 5Y | +18.6% | +838.0% | -819.3% | -12.5% |
| All | +782.9% | +427.6% | +355.3% | +570.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling