+4.3%
ENTG vs IAG
+427.4%
-423.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.5% | +0.3% |
| 7D | +22.8% | -2.1% | +24.9% | +23.2% |
| 30D | -4.9% | -6.2% | +1.3% | -3.9% |
| 3M | -4.8% | -5.1% | +0.3% | -4.2% |
| 6M | +5.6% | -10.0% | +15.6% | +6.7% |
| YTD | +82.4% | +3.9% | +78.5% | +78.8% |
| 1Y | +82.9% | +18.9% | +64.0% | +75.5% |
| 3Y | +62.1% | +651.8% | -589.6% | +14.0% |
| 5Y | +4.3% | +416.3% | -412.0% | -33.5% |
| All | +4.3% | +427.4% | -423.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling