+1,919.4%
ENPH vs IVZ
+65.9%
+1,853.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -0.1% | -2.4% | +2.3% | +1.1% |
| 30D | -10.8% | +3.0% | -13.9% | -12.3% |
| 3M | -33.8% | +14.9% | -48.7% | -38.5% |
| 6M | -16.1% | +36.7% | -52.9% | -28.4% |
| YTD | +13.4% | +25.7% | -12.3% | +1.0% |
| 1Y | -2.6% | +47.7% | -50.3% | -20.0% |
| 3Y | -70.3% | +138.8% | -209.1% | -81.0% |
| 5Y | -77.0% | +62.1% | -139.1% | -83.0% |
| All | +1,919.4% | +65.9% | +1,853.6% | +1,270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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