+151.8%
IAU vs ENPH
+417.7%
-265.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.5% | -1.8% |
| 7D | +0.7% | +9.3% | -8.5% | +0.6% |
| 30D | +0.3% | -7.3% | +7.6% | +0.4% |
| 3M | +0.7% | -31.7% | +32.4% | +1.2% |
| 6M | -15.5% | -3.5% | -12.0% | -15.6% |
| YTD | +1.0% | +21.2% | -20.2% | +0.5% |
| 1Y | +19.6% | +0.1% | +19.5% | +19.2% |
| 3Y | +125.4% | -67.7% | +193.2% | +126.4% |
| 5Y | +140.7% | -76.2% | +217.0% | +141.7% |
| 10Y | +218.1% | +2,057.2% | -1,839.1% | +211.8% |
| All | +151.8% | +417.7% | -265.9% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling