+16.2%
ENTG vs IWD
+73.6%
-57.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +7.6% |
| 7D | +2.8% | -0.3% | +3.1% | +3.3% |
| 30D | -4.7% | +0.6% | -5.3% | -6.3% |
| 3M | -0.7% | +7.2% | -8.0% | -14.4% |
| 6M | +7.7% | +16.2% | -8.5% | -21.0% |
| YTD | +65.1% | +23.3% | +41.7% | +7.6% |
| 1Y | +74.8% | +29.6% | +45.2% | +4.2% |
| 3Y | +36.9% | +70.5% | -33.6% | -50.3% |
| All | +16.2% | +73.6% | -57.4% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling