+42.1%
ENTG vs IWD
+78.7%
-36.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +3.5% |
| 7D | -17.1% | -0.5% | -16.6% | -16.3% |
| 30D | -23.0% | +2.7% | -25.7% | -28.2% |
| 3M | -10.2% | +0.9% | -11.1% | -13.1% |
| 6M | -17.8% | +10.5% | -28.3% | -36.2% |
| YTD | +52.4% | +23.7% | +28.7% | -8.6% |
| 1Y | +49.8% | +28.7% | +21.1% | -18.0% |
| 3Y | +42.1% | +79.7% | -37.6% | -62.5% |
| All | +42.1% | +78.7% | -36.6% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling