+21.8%
ENTG vs IT
-45.7%
+67.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.0% |
| 7D | +8.9% | -9.1% | +18.1% | +12.3% |
| 30D | -0.8% | -12.2% | +11.3% | +3.0% |
| 3M | +6.6% | +7.8% | -1.3% | -1.4% |
| 6M | +22.1% | +2.0% | +20.1% | +12.6% |
| YTD | +70.2% | -32.7% | +102.9% | +99.7% |
| 1Y | +76.7% | -31.1% | +107.8% | +102.1% |
| 3Y | +50.5% | -52.1% | +102.6% | +113.9% |
| 5Y | +21.8% | -46.3% | +68.1% | +52.0% |
| All | +21.8% | -45.7% | +67.5% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling