+20.2%
ENTG vs IBN
+56.7%
-36.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +3.3% |
| 7D | +8.9% | -2.2% | +11.1% | +10.4% |
| 30D | -7.2% | -2.3% | -4.9% | -6.0% |
| 3M | +6.4% | +15.9% | -9.5% | -4.0% |
| 6M | +25.7% | +5.6% | +20.1% | +20.5% |
| YTD | +67.9% | -0.1% | +67.9% | +66.8% |
| 1Y | +72.4% | -6.5% | +78.9% | +77.6% |
| 3Y | +48.4% | +29.3% | +19.1% | +18.2% |
| All | +20.2% | +56.7% | -36.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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