+144.5%
IBM vs ENTG
+786.9%
-642.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +3.2% |
| 7D | +3.6% | +8.9% | -5.4% | +2.2% |
| 30D | +1.5% | -0.8% | +2.4% | +1.4% |
| 3M | -12.9% | +6.6% | -19.5% | -16.2% |
| 6M | -3.9% | +22.1% | -26.0% | -10.8% |
| YTD | -17.3% | +70.2% | -87.5% | -28.7% |
| 1Y | -5.0% | +76.7% | -81.7% | -19.5% |
| 3Y | +78.2% | +50.5% | +27.7% | +48.9% |
| 5Y | +120.6% | +21.8% | +98.8% | +81.5% |
| 10Y | +144.5% | +811.7% | -667.3% | +8.9% |
| All | +144.5% | +786.9% | -642.4% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling