+1,279.2%
ENTG vs IVZ
+105.9%
+1,173.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.1% | -5.1% |
| 7D | +15.2% | +7.6% | +7.6% | +10.5% |
| 30D | -3.6% | +4.3% | -8.0% | -5.8% |
| 3M | -10.0% | -9.3% | -0.6% | -4.8% |
| 6M | +1.8% | +5.2% | -3.5% | -0.6% |
| YTD | +75.5% | +13.4% | +62.1% | +64.5% |
| 1Y | +82.4% | +25.4% | +57.0% | +61.7% |
| 3Y | +58.5% | +152.5% | -94.0% | -4.9% |
| 5Y | +0.4% | +36.7% | -36.3% | -15.9% |
| 10Y | +759.6% | +45.0% | +714.6% | +503.6% |
| All | +1,279.2% | +105.9% | +1,173.3% | +494.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling