+48.3%
IEMG vs ENTG
+16.8%
+31.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.7% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +1.9% | -12.9% | +14.8% | +4.8% |
| 3M | +1.4% | -3.1% | +4.5% | +0.7% |
| 6M | +15.2% | +21.0% | -5.8% | +8.6% |
| YTD | +23.8% | +67.0% | -43.2% | +8.9% |
| 1Y | +30.7% | +68.6% | -38.0% | +13.7% |
| 3Y | +83.3% | +48.6% | +34.6% | +57.1% |
| All | +48.3% | +16.8% | +31.5% | +29.7% |
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 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