+4.3%
ENTG vs IAU
+106.1%
-101.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.6% |
| 7D | +22.8% | -5.5% | +28.3% | +25.9% |
| 30D | -4.9% | -7.0% | +2.1% | -1.7% |
| 3M | -4.8% | -12.3% | +7.5% | +0.9% |
| 6M | +5.6% | -17.9% | +23.5% | +14.8% |
| YTD | +82.4% | -10.3% | +92.7% | +93.0% |
| 1Y | +82.9% | -7.9% | +90.8% | +91.7% |
| 3Y | +62.1% | +98.7% | -36.5% | +26.0% |
| 5Y | +4.3% | +105.0% | -100.7% | -26.5% |
| All | +4.3% | +106.1% | -101.8% | -26.5% |
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