+3.6%
IEF vs ENPH
+1,908.3%
-1,904.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | -1.7% | -10.8% | +9.1% | -1.7% |
| 3M | -2.5% | -33.8% | +31.3% | -2.4% |
| 6M | -3.3% | -16.1% | +12.9% | -3.2% |
| YTD | -2.8% | +13.4% | -16.2% | -2.9% |
| 1Y | -2.7% | -2.6% | -0.1% | -2.8% |
| 3Y | +8.9% | -70.3% | +79.2% | +9.1% |
| 5Y | -9.4% | -77.0% | +67.6% | -9.1% |
| All | +3.6% | +1,908.3% | -1,904.7% | +3.6% |
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