+764.3%
ENTG vs IRM
+430.1%
+334.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -2.8% |
| 7D | +5.1% | -1.8% | +6.9% | +6.3% |
| 30D | -8.5% | -7.8% | -0.8% | -4.0% |
| 3M | +6.7% | -7.9% | +14.6% | +12.4% |
| 6M | +17.7% | +6.3% | +11.4% | +14.3% |
| YTD | +63.5% | +38.2% | +25.3% | +37.8% |
| 1Y | +73.6% | +19.8% | +53.8% | +57.9% |
| 3Y | +44.6% | +98.8% | -54.2% | +0.8% |
| 5Y | +16.1% | +191.8% | -175.7% | -31.8% |
| All | +764.3% | +430.1% | +334.2% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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