+312.0%
IVV vs ENTG
+790.9%
-478.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +3.3% | +22.8% | -19.5% | -2.0% |
| 30D | -2.7% | -4.9% | +2.2% | -2.4% |
| 3M | -1.7% | -4.8% | +3.1% | -2.1% |
| 6M | +3.2% | +5.6% | -2.4% | -2.7% |
| YTD | +12.0% | +82.4% | -70.4% | -10.8% |
| 1Y | +12.1% | +82.9% | -70.8% | -11.2% |
| 3Y | +78.6% | +62.1% | +16.5% | +36.9% |
| 5Y | +73.8% | +4.3% | +69.5% | +44.1% |
| All | +312.0% | +790.9% | -478.9% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling