-6.4%
ICE vs ENTG
+76.2%
-82.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -1.6% |
| 7D | -0.7% | +2.8% | -3.5% | -0.5% |
| 30D | +7.6% | -4.7% | +12.3% | +7.4% |
| 3M | +13.9% | -0.7% | +14.7% | +13.7% |
| 6M | -2.4% | +7.7% | -10.1% | -2.8% |
| YTD | +0.3% | +65.1% | -64.8% | -2.7% |
| 1Y | -6.4% | +74.8% | -81.2% | -10.8% |
| All | -6.4% | +76.2% | -82.6% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling