+5.4%
ENTG vs IOT
+66.1%
-60.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +15.2% | +0.9% | +14.3% | +15.0% |
| 30D | -3.6% | +1.4% | -5.0% | -4.1% |
| 3M | -10.0% | +0.5% | -10.5% | -10.9% |
| 6M | +1.8% | +50.3% | -48.5% | -13.0% |
| YTD | +75.5% | +16.7% | +58.8% | +57.0% |
| 1Y | +82.4% | +6.8% | +75.6% | +68.0% |
| 3Y | +58.5% | +75.5% | -17.0% | +17.9% |
| All | +5.4% | +66.1% | -60.7% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling