+38.7%
ENTG vs IRE
-97.2%
+135.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +39.6% | -37.0% | -3.2% |
| 7D | -17.1% | -27.2% | +10.1% | -15.1% |
| 30D | -23.0% | -75.1% | +52.1% | -9.8% |
| 3M | -10.2% | -77.9% | +67.6% | +5.3% |
| 6M | -17.8% | -94.6% | +76.8% | +6.3% |
| YTD | +52.4% | -91.5% | +143.9% | +77.0% |
| 1Y | +49.8% | -97.8% | +147.6% | +91.2% |
| All | +38.7% | -97.2% | +135.9% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling