+0.2%
ENTG vs IEF
-8.1%
+8.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | +15.2% | -2.0% | +17.2% | +15.9% |
| 30D | -3.6% | +0.7% | -4.3% | -4.1% |
| 3M | -10.0% | -2.5% | -7.5% | -9.1% |
| 6M | +1.8% | -2.6% | +4.3% | +2.9% |
| YTD | +75.5% | -3.2% | +78.7% | +77.8% |
| 1Y | +82.4% | -3.0% | +85.4% | +84.7% |
| 3Y | +58.5% | +10.5% | +48.0% | +50.7% |
| All | +0.2% | -8.1% | +8.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling