+764.3%
ENTG vs IVZ
+64.1%
+700.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | +5.1% | -2.4% | +7.5% | +6.6% |
| 30D | -8.5% | +2.5% | -11.0% | -9.9% |
| 3M | +6.7% | +17.1% | -10.4% | -2.5% |
| 6M | +17.7% | +35.1% | -17.4% | -0.8% |
| YTD | +63.5% | +24.3% | +39.2% | +44.5% |
| 1Y | +73.6% | +48.7% | +24.9% | +39.4% |
| 3Y | +44.6% | +135.6% | -91.1% | -11.6% |
| 5Y | +16.1% | +60.3% | -44.2% | -14.6% |
| All | +764.3% | +64.1% | +700.2% | +507.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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