+946.0%
ENTG vs IAG
+368.9%
+577.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.9% |
| 7D | +8.9% | +4.3% | +4.7% | +8.3% |
| 30D | -7.2% | +9.8% | -17.0% | -8.4% |
| 3M | +6.4% | +28.9% | -22.5% | +2.9% |
| 6M | +25.7% | -7.6% | +33.3% | +26.2% |
| YTD | +67.9% | +22.0% | +45.9% | +62.5% |
| 1Y | +72.4% | +99.5% | -27.1% | +57.1% |
| 3Y | +48.4% | +818.3% | -769.8% | +10.3% |
| 5Y | +20.1% | +785.9% | -765.8% | -14.0% |
| 10Y | +768.1% | +381.1% | +387.0% | +510.9% |
| All | +946.0% | +368.9% | +577.1% | +511.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling