+147.3%
IBM vs ENTG
+757.2%
-610.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.6% |
| 7D | +1.6% | +15.2% | -13.6% | -0.7% |
| 30D | +9.2% | -3.6% | +12.8% | +9.1% |
| 3M | +4.9% | -10.0% | +14.9% | +5.5% |
| 6M | +16.8% | +1.8% | +15.0% | +12.3% |
| YTD | -14.3% | +75.5% | -89.8% | -27.0% |
| 1Y | -16.7% | +82.4% | -99.1% | -29.8% |
| 3Y | +82.2% | +58.5% | +23.7% | +49.9% |
| 5Y | +149.9% | +0.4% | +149.6% | +118.0% |
| All | +147.3% | +757.2% | -610.0% | +13.8% |
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