+1,342.9%
ENTG vs IRM
+3,127.9%
-1,785.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +1.5% | +9.8% | +10.4% |
| 7D | +7.9% | -5.3% | +13.2% | +12.2% |
| 30D | -3.6% | -2.3% | -1.2% | -1.4% |
| 3M | +2.7% | -7.4% | +10.2% | +8.8% |
| 6M | +3.6% | -12.2% | +15.8% | +14.0% |
| YTD | +83.6% | +38.6% | +45.0% | +52.2% |
| 1Y | +84.9% | +14.9% | +70.0% | +71.5% |
| 3Y | +63.2% | +108.2% | -45.0% | +4.8% |
| 5Y | +4.9% | +183.8% | -178.9% | -44.0% |
| 10Y | +799.3% | +512.6% | +286.7% | +171.7% |
| All | +1,342.9% | +3,127.9% | -1,785.0% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling