+139.4%
IEMG vs ENPH
+965.3%
-825.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -0.9% | +1.5% | -2.4% | -1.0% |
| 30D | +2.1% | -12.9% | +15.0% | +3.2% |
| 3M | +4.6% | -27.1% | +31.7% | +7.0% |
| 6M | +14.0% | -15.4% | +29.5% | +14.5% |
| YTD | +22.3% | +15.0% | +7.3% | +19.0% |
| 1Y | +30.7% | -0.7% | +31.4% | +28.1% |
| 3Y | +83.2% | -69.3% | +152.5% | +90.3% |
| 5Y | +47.0% | -76.7% | +123.7% | +51.6% |
| 10Y | +139.9% | +1,947.8% | -1,807.9% | +75.7% |
| All | +139.4% | +965.3% | -825.9% | +73.1% |
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