+1,279.2%
ENTG vs IBN
+1,777.1%
-497.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.9% |
| 7D | +15.2% | +1.9% | +13.3% | +14.4% |
| 30D | -3.6% | +22.1% | -25.7% | -11.7% |
| 3M | -10.0% | +17.1% | -27.0% | -16.2% |
| 6M | +1.8% | +35.5% | -33.8% | -10.8% |
| YTD | +75.5% | +16.8% | +58.7% | +63.5% |
| 1Y | +82.4% | +12.4% | +70.0% | +72.5% |
| 3Y | +58.5% | +58.0% | +0.5% | +29.7% |
| 5Y | +0.4% | +73.7% | -73.4% | -20.2% |
| 10Y | +759.6% | +385.6% | +374.0% | +325.2% |
| All | +1,279.2% | +1,777.1% | -497.9% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling