+212.3%
IEFA vs ENTG
+1,820.6%
-1,608.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.4% |
| 7D | -0.5% | +8.9% | -9.4% | -2.4% |
| 30D | -1.1% | -0.8% | -0.3% | -1.3% |
| 3M | +5.1% | +6.6% | -1.5% | +1.1% |
| 6M | +9.3% | +22.1% | -12.8% | +1.0% |
| YTD | +13.0% | +70.2% | -57.2% | -4.2% |
| 1Y | +19.2% | +76.7% | -57.5% | -1.0% |
| 3Y | +67.0% | +50.5% | +16.5% | +36.8% |
| 5Y | +51.1% | +21.8% | +29.3% | +23.3% |
| 10Y | +146.5% | +811.7% | -665.2% | +9.1% |
| All | +212.3% | +1,820.6% | -1,608.3% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling