+21.8%
ENTG vs IRM
+190.5%
-168.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.9% |
| 7D | +8.9% | +3.0% | +5.9% | +6.5% |
| 30D | -0.8% | -5.2% | +4.4% | +3.5% |
| 3M | +6.6% | -8.0% | +14.6% | +13.9% |
| 6M | +22.1% | +9.2% | +12.9% | +14.7% |
| YTD | +70.2% | +41.0% | +29.2% | +32.5% |
| 1Y | +76.7% | +23.3% | +53.5% | +51.4% |
| 3Y | +50.5% | +102.8% | -52.4% | -15.1% |
| 5Y | +21.8% | +192.8% | -171.0% | -49.1% |
| All | +21.8% | +190.5% | -168.7% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling