+395.5%
ENPH vs IAG
+62.6%
+332.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -2.4% | -0.5% | -1.8% | -2.3% |
| 30D | -6.6% | +28.9% | -35.5% | -9.9% |
| 3M | -46.8% | +19.1% | -66.0% | -48.2% |
| 6M | -14.7% | -10.3% | -4.5% | -14.3% |
| YTD | +13.5% | +24.2% | -10.7% | +8.8% |
| 1Y | -0.4% | +116.5% | -116.9% | -11.3% |
| 3Y | -71.7% | +742.8% | -814.5% | -79.6% |
| 5Y | -79.1% | +753.3% | -832.4% | -85.6% |
| 10Y | +1,898.4% | +403.2% | +1,495.2% | +1,275.4% |
| All | +395.5% | +62.6% | +332.9% | +297.5% |
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