+768.2%
ENTG vs IWD
+195.2%
+573.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +3.0% |
| 7D | +8.9% | -0.2% | +9.1% | +9.1% |
| 30D | -7.2% | -0.8% | -6.4% | -6.4% |
| 3M | +6.4% | +8.0% | -1.6% | -5.5% |
| 6M | +25.7% | +18.2% | +7.5% | -1.7% |
| YTD | +67.9% | +22.3% | +45.5% | +25.7% |
| 1Y | +72.4% | +28.9% | +43.5% | +20.8% |
| 3Y | +48.4% | +71.5% | -23.1% | -27.3% |
| 5Y | +20.1% | +73.6% | -53.5% | -38.8% |
| 10Y | +768.2% | +194.7% | +573.5% | +126.2% |
| All | +768.2% | +195.2% | +573.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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