+144.3%
IEMG vs ENTG
+1,820.6%
-1,676.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +1.6% | +8.9% | -7.3% | -0.7% |
| 30D | +4.6% | -0.8% | +5.5% | +4.5% |
| 3M | +4.8% | +6.6% | -1.7% | +1.1% |
| 6M | +16.8% | +22.1% | -5.3% | +8.0% |
| YTD | +24.8% | +70.2% | -45.3% | +4.9% |
| 1Y | +34.3% | +76.7% | -42.4% | +10.4% |
| 3Y | +87.0% | +50.5% | +36.5% | +51.4% |
| 5Y | +49.9% | +21.8% | +28.1% | +20.6% |
| 10Y | +144.8% | +811.7% | -667.0% | -1.2% |
| All | +144.3% | +1,820.6% | -1,676.3% | -24.3% |
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