+1,210.4%
ENTG vs IWD
+744.8%
+465.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +6.3% |
| 7D | -7.6% | +1.3% | -8.8% | -9.2% |
| 30D | -15.5% | +3.6% | -19.0% | -20.1% |
| 3M | -7.8% | +2.3% | -10.2% | -11.5% |
| 6M | -5.9% | +13.0% | -19.0% | -22.1% |
| YTD | +66.7% | +26.2% | +40.6% | +17.9% |
| 1Y | +62.1% | +30.5% | +31.6% | +9.2% |
| 3Y | +56.3% | +86.2% | -30.0% | -35.6% |
| 5Y | -3.8% | +72.9% | -76.7% | -52.8% |
| 10Y | +770.1% | +205.0% | +565.0% | +74.5% |
| All | +1,210.4% | +744.8% | +465.7% | -32.7% |
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