+40.4%
ICE vs ENTG
+3.6%
+36.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.5% |
| 7D | +2.2% | +22.8% | -20.6% | +0.8% |
| 30D | +13.7% | -4.9% | +18.6% | +13.8% |
| 3M | +17.9% | -4.8% | +22.7% | +17.7% |
| 6M | +15.0% | +5.6% | +9.4% | +12.1% |
| YTD | +10.9% | +82.4% | -71.5% | -0.4% |
| 1Y | +17.0% | +82.9% | -65.9% | +4.8% |
| 3Y | +68.2% | +62.1% | +6.0% | +46.4% |
| 5Y | +40.4% | +4.3% | +36.1% | +26.8% |
| All | +40.4% | +3.6% | +36.9% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling