+255.2%
ENPH vs IAG
+37.5%
+217.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.8% |
| 7D | -8.4% | -7.7% | -0.8% | -7.4% |
| 30D | -11.2% | +1.6% | -12.8% | -11.5% |
| 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% | -20.4% |
| 1Y | -9.8% | +25.7% | -35.5% | -13.9% |
| 3Y | -66.8% | +694.5% | -761.3% | -75.7% |
| 5Y | -89.6% | +421.7% | -511.3% | -92.4% |
| 10Y | +2,186.8% | +382.5% | +1,804.4% | +1,492.9% |
| All | +255.2% | +37.5% | +217.7% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling