-0.3%
IWM vs ENTG
+4.3%
-4.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.3% | -10.4% | -0.7% |
| 7D | -0.3% | +7.9% | -8.3% | -1.6% |
| 30D | +1.9% | -3.6% | +5.4% | +1.8% |
| 3M | -5.7% | +2.7% | -8.4% | -6.8% |
| 6M | -0.3% | +3.6% | -3.8% | -3.9% |
| All | -0.3% | +4.3% | -4.6% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling