-8.4%
ICE vs ENTG
+69.7%
-78.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.7% |
| 7D | -5.3% | +5.1% | -10.5% | -5.0% |
| 30D | +3.0% | -8.5% | +11.5% | +2.6% |
| 3M | +11.4% | +6.7% | +4.7% | +11.0% |
| 6M | -2.0% | +17.7% | -19.8% | -2.8% |
| YTD | -3.1% | +63.5% | -66.6% | -5.9% |
| 1Y | -8.4% | +73.6% | -82.0% | -9.9% |
| All | -8.4% | +69.7% | -78.1% | -9.9% |
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 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