+291.3%
IR vs ENTG
+497.2%
-205.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | -0.7% |
| 7D | -2.8% | +2.8% | -5.7% | -3.8% |
| 30D | -15.1% | -4.7% | -10.5% | -14.4% |
| 3M | +6.1% | -0.7% | +6.8% | +2.0% |
| 6M | -16.8% | +7.7% | -24.5% | -23.0% |
| YTD | -3.5% | +65.1% | -68.6% | -24.0% |
| 1Y | -3.5% | +74.8% | -78.3% | -26.8% |
| 3Y | +9.5% | +36.9% | -27.4% | -14.4% |
| 5Y | +45.1% | +16.1% | +29.0% | +12.7% |
| All | +291.3% | +497.2% | -205.9% | +53.8% |
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