+764.3%
ENTG vs IT
+92.9%
+671.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.5% | -4.2% |
| 7D | +5.1% | -12.7% | +17.8% | +10.8% |
| 30D | -8.5% | -8.9% | +0.4% | -6.0% |
| 3M | +6.7% | +10.1% | -3.4% | -3.5% |
| 6M | +17.7% | +7.3% | +10.5% | +4.3% |
| YTD | +63.5% | -32.4% | +95.8% | +83.0% |
| 1Y | +73.6% | -26.6% | +100.2% | +84.3% |
| 3Y | +44.6% | -51.8% | +96.4% | +92.3% |
| 5Y | +16.1% | -45.6% | +61.7% | +44.6% |
| All | +764.3% | +92.9% | +671.3% | +461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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