+1,097.4%
ENTG vs IWD
+728.2%
+369.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +3.2% |
| 7D | -17.1% | -0.5% | -16.6% | -16.5% |
| 30D | -23.0% | +2.7% | -25.7% | -26.3% |
| 3M | -10.2% | +0.9% | -11.1% | -12.0% |
| 6M | -17.8% | +10.5% | -28.3% | -29.5% |
| YTD | +52.4% | +23.7% | +28.7% | +11.0% |
| 1Y | +49.8% | +28.7% | +21.1% | +2.9% |
| 3Y | +42.1% | +79.7% | -37.6% | -38.2% |
| 5Y | -10.2% | +69.7% | -79.9% | -54.7% |
| 10Y | +756.0% | +211.4% | +544.6% | +65.8% |
| All | +1,097.4% | +728.2% | +369.3% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling