+50.1%
ENTG vs IRE
-97.7%
+147.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.8% | +14.8% | +1.2% |
| 7D | -9.3% | -41.9% | +32.6% | -3.7% |
| 30D | -16.4% | -75.1% | +58.7% | -1.9% |
| 3M | -3.8% | -82.4% | +78.5% | +16.4% |
| 6M | -6.9% | -95.5% | +88.6% | +23.6% |
| YTD | +65.0% | -93.1% | +158.0% | +96.8% |
| 1Y | +61.7% | -97.8% | +159.5% | +107.5% |
| All | +50.1% | -97.7% | +147.9% | +88.3% |
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