+48.6%
ENTG vs IEF
+9.0%
+39.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.3% |
| 7D | +1.2% | -1.3% | +2.5% | +1.9% |
| 30D | -12.9% | -1.7% | -11.1% | -12.1% |
| 3M | -3.1% | -2.5% | -0.5% | -1.9% |
| 6M | +21.0% | -3.3% | +24.3% | +22.4% |
| YTD | +67.0% | -2.8% | +69.8% | +69.0% |
| 1Y | +68.6% | -2.7% | +71.4% | +70.7% |
| 3Y | +48.6% | +8.9% | +39.7% | +37.1% |
| All | +48.6% | +9.0% | +39.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling