+39.8%
IJR vs ENTG
+16.8%
+23.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | 0.0% |
| 7D | -2.2% | +1.2% | -3.3% | -2.5% |
| 30D | -4.6% | -12.9% | +8.3% | -1.6% |
| 3M | +0.2% | -3.1% | +3.3% | -1.6% |
| 6M | +14.7% | +21.0% | -6.3% | +4.6% |
| YTD | +18.9% | +67.0% | -48.1% | -1.9% |
| 1Y | +19.9% | +68.6% | -48.7% | -2.4% |
| 3Y | +53.0% | +48.6% | +4.4% | +22.3% |
| All | +39.8% | +16.8% | +23.0% | +16.7% |
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