+16.1%
ENTG vs IEF
-9.3%
+25.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.6% |
| 7D | +5.1% | -1.2% | +6.3% | +5.7% |
| 30D | -8.5% | -1.5% | -7.1% | -7.9% |
| 3M | +6.7% | -1.7% | +8.4% | +7.6% |
| 6M | +17.7% | -3.5% | +21.3% | +19.4% |
| YTD | +63.5% | -2.6% | +66.1% | +65.5% |
| 1Y | +73.6% | -2.4% | +76.0% | +75.6% |
| 3Y | +44.6% | +8.9% | +35.6% | +38.5% |
| 5Y | +16.1% | -9.2% | +25.4% | -2.2% |
| All | +16.1% | -9.3% | +25.4% | -2.2% |
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