+1,237.3%
ENTG vs IJH
+949.6%
+287.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +3.0% |
| 7D | +8.9% | -0.7% | +9.7% | +10.1% |
| 30D | -0.8% | -3.8% | +3.0% | +5.8% |
| 3M | +6.6% | 0.0% | +6.5% | +9.1% |
| 6M | +22.1% | +8.8% | +13.3% | +11.3% |
| YTD | +70.2% | +13.5% | +56.7% | +46.9% |
| 1Y | +76.7% | +15.4% | +61.3% | +51.0% |
| 3Y | +50.5% | +50.9% | -0.4% | -9.4% |
| 5Y | +21.8% | +47.8% | -26.0% | -19.4% |
| 10Y | +811.7% | +183.1% | +628.7% | +107.3% |
| All | +1,237.3% | +949.6% | +287.8% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling