+1,327.4%
ENTG vs IEF
+125.4%
+1,202.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -4.1% |
| 7D | +15.2% | -2.0% | +17.2% | +11.9% |
| 30D | -3.6% | +0.7% | -4.3% | -2.2% |
| 3M | -10.0% | -2.5% | -7.5% | -12.7% |
| 6M | +1.8% | -2.6% | +4.3% | -2.1% |
| YTD | +75.5% | -3.2% | +78.7% | +66.6% |
| 1Y | +82.4% | -3.0% | +85.4% | +73.5% |
| 3Y | +58.5% | +10.5% | +48.0% | +84.4% |
| 5Y | +0.4% | -8.2% | +8.5% | -21.1% |
| 10Y | +759.6% | +6.7% | +752.9% | +861.8% |
| All | +1,327.4% | +125.4% | +1,202.0% | +14,591.9% |
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