+64.7%
ENTG vs IAG
+655.1%
-590.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.5% | +0.5% |
| 7D | +22.8% | -2.1% | +24.9% | +23.3% |
| 30D | -4.9% | -6.2% | +1.3% | -3.7% |
| 3M | -4.8% | -5.1% | +0.3% | -4.1% |
| 6M | +5.6% | -10.0% | +15.6% | +6.6% |
| YTD | +82.4% | +3.9% | +78.5% | +78.5% |
| 1Y | +82.9% | +18.9% | +64.0% | +74.8% |
| All | +64.7% | +655.1% | -590.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling