+50.4%
IEFA vs ENTG
+16.8%
+33.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -1.6% | +1.2% | -2.7% | -1.8% |
| 30D | -1.5% | -12.9% | +11.4% | +0.7% |
| 3M | +3.4% | -3.1% | +6.5% | +2.1% |
| 6M | +9.5% | +21.0% | -11.5% | +2.8% |
| YTD | +13.0% | +67.0% | -54.0% | -0.9% |
| 1Y | +18.0% | +68.6% | -50.6% | +2.3% |
| 3Y | +65.4% | +48.6% | +16.7% | +40.6% |
| All | +50.4% | +16.8% | +33.6% | +29.2% |
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