+782.9%
ENTG vs IJH
+184.0%
+598.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.0% |
| 7D | +1.2% | -1.9% | +3.0% | +3.9% |
| 30D | -12.9% | -4.6% | -8.2% | -6.4% |
| 3M | -3.1% | -1.2% | -1.9% | +0.5% |
| 6M | +21.0% | +9.4% | +11.6% | +10.6% |
| YTD | +67.0% | +13.3% | +53.7% | +47.1% |
| 1Y | +68.6% | +13.4% | +55.2% | +50.4% |
| 3Y | +48.6% | +50.4% | -1.8% | -2.8% |
| 5Y | +18.6% | +49.0% | -30.3% | -16.6% |
| All | +782.9% | +184.0% | +598.9% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling