+210.5%
ICE vs ENTG
+778.5%
-568.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.1% |
| 7D | -5.3% | +5.1% | -10.5% | -6.0% |
| 30D | +3.0% | -8.5% | +11.5% | +4.0% |
| 3M | +11.4% | +6.7% | +4.7% | +7.8% |
| 6M | -2.0% | +17.7% | -19.8% | -7.8% |
| YTD | -3.1% | +63.5% | -66.6% | -14.6% |
| 1Y | -8.4% | +73.6% | -82.0% | -21.0% |
| 3Y | +40.7% | +44.6% | -3.8% | +19.6% |
| 5Y | +40.0% | +16.1% | +23.8% | +18.4% |
| All | +210.5% | +778.5% | -568.0% | +60.0% |
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