+48.6%
ENTG vs IJH
+49.7%
-1.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +0.5% |
| 7D | +1.2% | -1.9% | +3.0% | +5.3% |
| 30D | -12.9% | -4.6% | -8.2% | -3.2% |
| 3M | -3.1% | -1.2% | -1.9% | +2.0% |
| 6M | +21.0% | +9.4% | +11.6% | +6.2% |
| YTD | +67.0% | +13.3% | +53.7% | +38.9% |
| 1Y | +68.6% | +13.4% | +55.2% | +42.0% |
| 3Y | +48.6% | +50.4% | -1.8% | -16.5% |
| All | +48.6% | +49.7% | -1.1% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling