+1,219.2%
ENTG vs IWF
+637.1%
+582.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.2% |
| 7D | +8.9% | +1.5% | +7.4% | +6.4% |
| 30D | -7.2% | -1.3% | -6.0% | -5.0% |
| 3M | +6.4% | +0.1% | +6.3% | +9.2% |
| 6M | +25.7% | +10.3% | +15.4% | +11.8% |
| YTD | +67.9% | +4.2% | +63.7% | +63.9% |
| 1Y | +72.4% | +9.3% | +63.1% | +58.0% |
| 3Y | +48.4% | +79.3% | -30.9% | -33.8% |
| 5Y | +20.1% | +73.8% | -53.7% | -40.4% |
| 10Y | +768.1% | +410.9% | +357.3% | -20.4% |
| All | +1,219.2% | +637.1% | +582.1% | -33.4% |
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