+1,197.2%
ENTG vs IVZ
+133.7%
+1,063.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.5% |
| 7D | +2.8% | +0.6% | +2.2% | +2.5% |
| 30D | -4.7% | +4.0% | -8.7% | -6.8% |
| 3M | -0.7% | +18.2% | -18.9% | -9.2% |
| 6M | +7.7% | +32.8% | -25.1% | -7.5% |
| YTD | +65.1% | +28.7% | +36.3% | +44.0% |
| 1Y | +74.8% | +55.4% | +19.4% | +38.1% |
| 3Y | +36.9% | +135.2% | -98.3% | -15.0% |
| 5Y | +16.1% | +64.2% | -48.1% | -12.7% |
| 10Y | +740.3% | +64.6% | +675.7% | +448.1% |
| All | +1,197.2% | +133.7% | +1,063.6% | +420.0% |
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