+21.8%
ENTG vs IAG
+804.8%
-783.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.0% |
| 7D | +8.9% | +1.7% | +7.2% | +8.5% |
| 30D | -0.8% | +11.4% | -12.3% | -2.9% |
| 3M | +6.6% | +33.0% | -26.5% | +0.9% |
| 6M | +22.1% | -6.0% | +28.1% | +21.6% |
| YTD | +70.2% | +24.6% | +45.6% | +62.0% |
| 1Y | +76.7% | +105.0% | -28.3% | +56.3% |
| 3Y | +50.5% | +837.9% | -787.4% | +3.9% |
| 5Y | +21.8% | +817.0% | -795.2% | -22.6% |
| All | +21.8% | +804.8% | -783.0% | -22.6% |
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