+721.8%
ENTG vs IP
+26.3%
+695.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.1% |
| 7D | -17.1% | -5.1% | -12.0% | -14.7% |
| 30D | -23.0% | +8.5% | -31.5% | -26.6% |
| 3M | -10.2% | -13.8% | +3.6% | -3.4% |
| 6M | -17.8% | +5.7% | -23.5% | -21.9% |
| YTD | +52.4% | -9.1% | +61.5% | +55.1% |
| 1Y | +49.8% | -0.8% | +50.6% | +45.0% |
| 3Y | +42.1% | +14.8% | +27.3% | +21.8% |
| 5Y | -10.2% | -11.5% | +1.3% | -11.2% |
| All | +721.8% | +26.3% | +695.6% | +576.8% |
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