+1,279.2%
ENTG vs IRM
+3,165.8%
-1,886.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.3% |
| 7D | +15.2% | +6.8% | +8.4% | +10.8% |
| 30D | -3.6% | +2.6% | -6.2% | -4.5% |
| 3M | -10.0% | -9.5% | -0.5% | -3.4% |
| 6M | +1.8% | -8.5% | +10.3% | +9.3% |
| YTD | +75.5% | +40.3% | +35.2% | +44.4% |
| 1Y | +82.4% | +28.7% | +53.7% | +58.3% |
| 3Y | +58.5% | +111.8% | -53.3% | +0.7% |
| 5Y | +0.4% | +189.1% | -188.8% | -47.0% |
| 10Y | +759.6% | +519.8% | +239.8% | +157.8% |
| All | +1,279.2% | +3,165.8% | -1,886.6% | +46.3% |
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 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