+4.9%
ENTG vs IRM
+186.8%
-181.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +1.5% | +9.8% | +10.1% |
| 7D | +7.9% | -5.3% | +13.2% | +13.1% |
| 30D | -3.6% | -2.3% | -1.2% | -1.0% |
| 3M | +2.7% | -7.4% | +10.2% | +10.2% |
| 6M | +3.6% | -12.2% | +15.8% | +16.1% |
| YTD | +83.6% | +38.6% | +45.0% | +45.4% |
| 1Y | +84.9% | +14.9% | +70.0% | +67.7% |
| 3Y | +63.2% | +108.2% | -45.0% | -10.9% |
| 5Y | +4.9% | +183.8% | -178.9% | -55.3% |
| All | +4.9% | +186.8% | -181.9% | -55.3% |
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