+1,279.2%
ENTG vs IWF
+589.0%
+690.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -2.0% |
| 7D | +15.2% | +2.8% | +12.4% | +10.9% |
| 30D | -3.6% | -7.5% | +3.9% | +11.0% |
| 3M | -10.0% | -8.5% | -1.5% | +6.1% |
| 6M | +1.8% | -7.4% | +9.2% | +21.0% |
| YTD | +75.5% | -2.6% | +78.1% | +94.6% |
| 1Y | +82.4% | -1.8% | +84.3% | +100.2% |
| 3Y | +58.5% | +65.5% | -7.0% | -18.0% |
| 5Y | +0.4% | +55.8% | -55.5% | -39.7% |
| 10Y | +759.6% | +384.9% | +374.7% | -12.7% |
| All | +1,279.2% | +589.0% | +690.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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