+650.4%
IWM vs ENTG
+1,384.4%
-734.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.3% | -10.4% | -2.1% |
| 7D | -0.3% | +7.9% | -8.3% | -2.7% |
| 30D | +1.9% | -3.6% | +5.4% | +1.7% |
| 3M | -5.7% | +2.7% | -8.4% | -8.1% |
| 6M | -0.3% | +3.6% | -3.8% | -5.5% |
| YTD | +15.8% | +83.6% | -67.8% | -7.4% |
| 1Y | +17.1% | +84.9% | -67.8% | -6.8% |
| 3Y | +73.1% | +63.2% | +9.9% | +35.7% |
| 5Y | +25.9% | +4.9% | +21.0% | +5.7% |
| 10Y | +151.9% | +799.3% | -647.4% | +17.0% |
| All | +650.4% | +1,384.4% | -734.0% | +110.2% |
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 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