+52.8%
ENTG vs IRE
-82.8%
+135.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.2% | -8.5% | +0.3% |
| 7D | +8.9% | +58.9% | -50.0% | +2.2% |
| 30D | -7.2% | +17.2% | -24.4% | -10.1% |
| 3M | +6.4% | -58.6% | +65.0% | +10.9% |
| 6M | +25.7% | -23.5% | +49.1% | +19.6% |
| YTD | +67.9% | -47.4% | +115.3% | +57.8% |
| All | +52.8% | -82.8% | +135.6% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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