+264.9%
ENPH vs IOVA
-93.2%
+358.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.7% | +0.3% | -5.0% |
| 7D | -7.6% | -1.4% | -6.1% | -7.5% |
| 30D | -16.4% | -47.4% | +31.0% | -13.6% |
| 3M | -34.3% | +13.2% | -47.5% | -35.6% |
| 6M | -28.5% | +114.3% | -142.9% | -33.2% |
| YTD | -16.4% | +179.5% | -195.9% | -23.9% |
| 1Y | -12.8% | +200.4% | -213.2% | -21.1% |
| 3Y | -65.7% | +92.2% | -157.8% | -69.4% |
| 5Y | -89.4% | -63.8% | -25.6% | -89.9% |
| 10Y | +2,249.1% | +0.4% | +2,248.7% | +2,017.0% |
| All | +264.9% | -93.2% | +358.0% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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