+429.0%
ENPH vs IVZ
+119.5%
+309.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.2% | +9.0% | +8.1% |
| 7D | +9.3% | +1.1% | +8.2% | +8.4% |
| 30D | -7.3% | +3.1% | -10.4% | -9.1% |
| 3M | -31.7% | +18.2% | -49.9% | -38.3% |
| 6M | -3.5% | +38.6% | -42.1% | -20.3% |
| YTD | +21.2% | +25.9% | -4.8% | +5.6% |
| 1Y | +0.1% | +51.7% | -51.6% | -21.8% |
| 3Y | -67.7% | +138.7% | -206.4% | -81.1% |
| 5Y | -76.2% | +62.8% | -139.0% | -83.3% |
| 10Y | +2,057.2% | +60.9% | +1,996.3% | +1,276.1% |
| All | +429.0% | +119.5% | +309.5% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling