+83.3%
IEMG vs ENPH
-70.3%
+153.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +1.9% | -10.8% | +12.8% | +3.0% |
| 3M | +1.4% | -33.8% | +35.2% | +5.0% |
| 6M | +15.2% | -16.1% | +31.3% | +16.1% |
| YTD | +23.8% | +13.4% | +10.4% | +20.9% |
| 1Y | +30.7% | -2.6% | +33.3% | +28.8% |
| 3Y | +83.3% | -70.3% | +153.5% | +93.1% |
| All | +83.3% | -70.3% | +153.6% | +93.1% |
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 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