+22.6%
IEF vs ENPH
+417.7%
-395.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.1% |
| 7D | +0.1% | +9.3% | -9.2% | +0.1% |
| 30D | -0.7% | -7.3% | +6.5% | -0.7% |
| 3M | -0.4% | -31.7% | +31.3% | -0.5% |
| 6M | -2.5% | -3.5% | +1.0% | -2.5% |
| YTD | -1.6% | +21.2% | -22.7% | -1.5% |
| 1Y | -1.3% | +0.1% | -1.4% | -1.3% |
| 3Y | +10.1% | -67.7% | +77.8% | +10.0% |
| 5Y | -8.3% | -76.2% | +67.9% | -8.2% |
| 10Y | +4.5% | +2,057.2% | -2,052.7% | +9.0% |
| All | +22.6% | +417.7% | -395.2% | +27.6% |
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 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