+66.9%
IYR vs ENTG
+797.5%
-730.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | -1.4% | +1.2% | -2.5% | -1.6% |
| 30D | -2.7% | -12.9% | +10.2% | -0.6% |
| 3M | -2.1% | -3.1% | +0.9% | -3.7% |
| 6M | +3.6% | +21.0% | -17.4% | -3.6% |
| YTD | +8.1% | +67.0% | -58.9% | -6.5% |
| 1Y | +4.7% | +68.6% | -63.9% | -10.7% |
| 3Y | +29.1% | +48.6% | -19.5% | +7.4% |
| 5Y | +6.9% | +18.6% | -11.7% | -11.2% |
| All | +66.9% | +797.5% | -730.6% | -5.0% |
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