-76.7%
ENPH vs IAG
+796.9%
-873.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | +1.5% | -4.1% | +5.6% | +2.1% |
| 30D | -12.9% | +10.6% | -23.5% | -14.4% |
| 3M | -27.1% | +35.4% | -62.5% | -30.9% |
| 6M | -15.4% | -9.5% | -5.9% | -15.3% |
| YTD | +15.0% | +21.8% | -6.8% | +9.6% |
| 1Y | -0.7% | +84.1% | -84.8% | -11.1% |
| 3Y | -69.3% | +817.4% | -886.7% | -79.1% |
| 5Y | -76.7% | +830.1% | -906.8% | -85.8% |
| All | -76.7% | +796.9% | -873.6% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling