+105.6%
IAU vs ENPH
-89.7%
+195.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | -4.6% | -8.4% | +3.8% | -4.2% |
| 30D | -5.4% | -11.2% | +5.7% | -5.1% |
| 3M | -10.9% | -36.1% | +25.2% | -9.5% |
| 6M | -17.4% | -37.9% | +20.6% | -16.2% |
| YTD | -10.2% | -18.7% | +8.4% | -9.9% |
| 1Y | -7.1% | -9.8% | +2.8% | -7.0% |
| 3Y | +97.7% | -66.8% | +164.5% | +101.3% |
| All | +105.6% | -89.7% | +195.3% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling