+65.4%
IEFA vs ENPH
-70.3%
+135.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -1.5% | -10.8% | +9.3% | -0.7% |
| 3M | +3.4% | -33.8% | +37.2% | +6.2% |
| 6M | +9.5% | -16.1% | +25.6% | +9.6% |
| YTD | +13.0% | +13.4% | -0.4% | +9.9% |
| 1Y | +18.0% | -2.6% | +20.6% | +15.7% |
| 3Y | +65.4% | -70.3% | +135.6% | +73.7% |
| All | +65.4% | -70.3% | +135.6% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling