+209.4%
IEFA vs ENPH
+965.3%
-755.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.4% | +1.5% | -3.9% | -2.5% |
| 30D | -2.1% | -12.9% | +10.8% | -1.3% |
| 3M | +5.5% | -27.1% | +32.6% | +7.5% |
| 6M | +8.1% | -15.4% | +23.6% | +8.2% |
| YTD | +11.9% | +15.0% | -3.1% | +9.0% |
| 1Y | +18.1% | -0.7% | +18.8% | +15.8% |
| 3Y | +65.5% | -69.3% | +134.8% | +70.5% |
| 5Y | +50.1% | -76.7% | +126.8% | +54.0% |
| 10Y | +144.2% | +1,947.8% | -1,803.5% | +86.9% |
| All | +209.4% | +965.3% | -755.9% | +134.1% |
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