-76.7%
ENPH vs IVZ
+57.9%
-134.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +1.5% | -2.4% | +3.9% | +2.9% |
| 30D | -12.9% | +2.5% | -15.4% | -14.3% |
| 3M | -27.1% | +17.1% | -44.2% | -34.1% |
| 6M | -15.4% | +35.1% | -50.6% | -29.8% |
| YTD | +15.0% | +24.3% | -9.3% | +0.2% |
| 1Y | -0.7% | +48.7% | -49.4% | -22.4% |
| 3Y | -69.3% | +135.6% | -205.0% | -82.6% |
| 5Y | -76.7% | +60.3% | -137.0% | -84.6% |
| All | -76.7% | +57.9% | -134.6% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling