+82.1%
IBM vs ENTG
+53.1%
+28.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -9.0% | -0.1% |
| 7D | -2.5% | -7.6% | +5.1% | -2.2% |
| 30D | +8.4% | -15.5% | +23.8% | +9.2% |
| 3M | +4.5% | -7.8% | +12.3% | +4.6% |
| 6M | +7.9% | -5.9% | +13.8% | +6.4% |
| YTD | -15.2% | +66.7% | -82.0% | -23.8% |
| 1Y | -17.6% | +62.1% | -79.7% | -25.8% |
| 3Y | +82.1% | +56.3% | +25.8% | +54.5% |
| All | +82.1% | +53.1% | +28.9% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling