+21.8%
ENTG vs IAU
+141.6%
-119.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +8.9% | +0.2% | +8.8% | +8.8% |
| 30D | -0.8% | +0.2% | -1.0% | -0.9% |
| 3M | +6.6% | +3.3% | +3.3% | +5.0% |
| 6M | +22.1% | -14.6% | +36.6% | +28.6% |
| YTD | +70.2% | +1.9% | +68.3% | +70.1% |
| 1Y | +76.7% | +20.9% | +55.8% | +67.0% |
| 3Y | +50.5% | +127.5% | -77.0% | +12.7% |
| 5Y | +21.8% | +141.9% | -120.1% | -17.1% |
| All | +21.8% | +141.6% | -119.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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