+166.4%
IWM vs ENTG
+797.5%
-631.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.3% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -4.6% | -12.9% | +8.3% | -0.8% |
| 3M | -0.3% | -3.1% | +2.8% | -2.6% |
| 6M | +14.7% | +21.0% | -6.3% | +2.5% |
| YTD | +17.8% | +67.0% | -49.2% | -6.8% |
| 1Y | +21.2% | +68.6% | -47.4% | -5.8% |
| 3Y | +62.3% | +48.6% | +13.7% | +23.5% |
| 5Y | +38.7% | +18.6% | +20.1% | +6.8% |
| All | +166.4% | +797.5% | -631.2% | -7.4% |
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