+1,265.3%
ENTG vs IEF
+129.1%
+1,136.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.6% |
| 7D | +8.9% | +0.1% | +8.9% | +9.0% |
| 30D | -7.2% | -0.7% | -6.5% | -8.2% |
| 3M | +6.4% | -0.4% | +6.8% | +5.3% |
| 6M | +25.7% | -2.5% | +28.2% | +19.9% |
| YTD | +67.9% | -1.6% | +69.5% | +62.5% |
| 1Y | +72.4% | -1.3% | +73.7% | +67.9% |
| 3Y | +48.4% | +10.1% | +38.3% | +69.5% |
| 5Y | +20.1% | -8.3% | +28.4% | -7.4% |
| 10Y | +768.2% | +4.5% | +763.7% | +813.7% |
| All | +1,265.3% | +129.1% | +1,136.1% | +14,223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling