+219.7%
IAU vs ENPH
+1,908.3%
-1,688.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -2.0% | -0.1% | -2.0% | -2.0% |
| 30D | -1.5% | -10.8% | +9.3% | -1.3% |
| 3M | +3.3% | -33.8% | +37.1% | +4.1% |
| 6M | -16.2% | -16.1% | -0.1% | -16.1% |
| YTD | +0.7% | +13.4% | -12.8% | +0.1% |
| 1Y | +19.2% | -2.6% | +21.8% | +18.7% |
| 3Y | +124.4% | -70.3% | +194.7% | +126.3% |
| 5Y | +140.0% | -77.0% | +217.1% | +141.7% |
| All | +219.7% | +1,908.3% | -1,688.6% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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