+2,186.8%
ENPH vs IAG
+389.3%
+1,797.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.8% |
| 7D | -8.4% | -7.7% | -0.8% | -7.3% |
| 30D | -11.2% | +1.6% | -12.8% | -11.6% |
| 3M | -36.1% | -2.4% | -33.6% | -36.1% |
| 6M | -37.9% | -7.8% | -30.1% | -37.7% |
| YTD | -18.7% | +5.0% | -23.7% | -20.7% |
| 1Y | -9.8% | +25.7% | -35.5% | -14.4% |
| 3Y | -66.8% | +694.5% | -761.3% | -76.7% |
| 5Y | -89.6% | +421.7% | -511.3% | -92.7% |
| All | +2,186.8% | +389.3% | +1,797.6% | +1,592.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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