-1.8%
ENTG vs IOT
+54.4%
-56.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | +5.1% | -0.8% | +5.9% | +5.4% |
| 30D | -8.5% | -4.7% | -3.9% | -7.5% |
| 3M | +6.7% | +17.8% | -11.1% | -0.2% |
| 6M | +17.7% | +16.8% | +0.9% | +8.2% |
| YTD | +63.5% | +8.4% | +55.0% | +50.4% |
| 1Y | +73.6% | -0.8% | +74.4% | +64.9% |
| 3Y | +44.6% | +25.7% | +18.8% | +19.5% |
| All | -1.8% | +54.4% | -56.2% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling