+1,333.5%
ENTG vs IT
+1,450.0%
-116.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.1% |
| 7D | +22.8% | -3.7% | +26.5% | +25.1% |
| 30D | -4.9% | -3.1% | -1.8% | -5.4% |
| 3M | -4.8% | +6.3% | -11.2% | -12.3% |
| 6M | +5.6% | +24.8% | -19.2% | -17.3% |
| YTD | +82.4% | -24.4% | +106.8% | +80.3% |
| 1Y | +82.9% | -17.1% | +99.9% | +71.2% |
| 3Y | +62.1% | -53.6% | +115.8% | +105.8% |
| 5Y | +4.3% | -42.5% | +46.8% | +18.3% |
| 10Y | +793.4% | +88.8% | +704.6% | +380.2% |
| All | +1,333.5% | +1,450.0% | -116.5% | +100.0% |
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 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