+21.8%
ENTG vs IVZ
+61.5%
-39.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +2.0% |
| 7D | +8.9% | +1.2% | +7.8% | +7.8% |
| 30D | -0.8% | +1.8% | -2.6% | -2.3% |
| 3M | +6.6% | +15.7% | -9.2% | -4.7% |
| 6M | +22.1% | +36.3% | -14.3% | -3.6% |
| YTD | +70.2% | +24.9% | +45.2% | +43.3% |
| 1Y | +76.7% | +48.9% | +27.8% | +31.1% |
| 3Y | +50.5% | +136.8% | -86.3% | -24.6% |
| 5Y | +21.8% | +60.0% | -38.2% | -24.7% |
| All | +21.8% | +61.5% | -39.7% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling