+674.0%
IYR vs ENTG
+1,234.5%
-560.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -2.0% |
| 7D | -1.2% | +2.8% | -4.1% | -1.9% |
| 30D | -2.9% | -4.7% | +1.8% | -2.3% |
| 3M | +0.8% | -0.7% | +1.6% | -1.9% |
| 6M | +1.9% | +7.7% | -5.9% | -3.6% |
| YTD | +9.6% | +65.1% | -55.4% | -6.0% |
| 1Y | +8.1% | +74.8% | -66.7% | -9.5% |
| 3Y | +29.2% | +36.9% | -7.7% | +8.8% |
| 5Y | +4.3% | +16.1% | -11.8% | -13.4% |
| 10Y | +64.7% | +740.3% | -675.6% | -16.2% |
| All | +674.0% | +1,234.5% | -560.5% | +132.7% |
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