+803.5%
ENTG vs IP
+19.1%
+784.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.5% |
| 7D | +22.8% | -0.9% | +23.7% | +23.4% |
| 30D | -4.9% | +6.7% | -11.6% | -8.5% |
| 3M | -4.8% | -16.6% | +11.7% | +4.2% |
| 6M | +5.6% | +6.0% | -0.4% | +0.1% |
| YTD | +82.4% | -10.7% | +93.1% | +87.4% |
| 1Y | +82.9% | -6.7% | +89.5% | +83.2% |
| 3Y | +62.1% | +17.1% | +45.0% | +37.2% |
| 5Y | +4.3% | -14.6% | +18.9% | +5.1% |
| All | +803.5% | +19.1% | +784.4% | +620.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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