+1,197.2%
ENTG vs IT
+1,414.1%
-216.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.8% | +8.5% |
| 7D | +2.8% | -6.0% | +8.9% | +5.9% |
| 30D | -4.7% | 0.0% | -4.7% | -6.0% |
| 3M | -0.7% | +13.1% | -13.8% | -13.3% |
| 6M | +7.7% | +11.7% | -4.0% | -8.6% |
| YTD | +65.1% | -26.1% | +91.2% | +71.9% |
| 1Y | +74.8% | -21.3% | +96.0% | +74.7% |
| 3Y | +36.9% | -46.7% | +83.6% | +66.2% |
| 5Y | +16.1% | -40.5% | +56.6% | +34.0% |
| 10Y | +740.3% | +103.9% | +636.4% | +348.4% |
| All | +1,197.2% | +1,414.1% | -216.8% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling