+690.6%
IGV vs ENPH
+247.6%
+443.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | +2.3% | -8.4% | +10.8% | +3.2% |
| 30D | -6.0% | -11.2% | +5.2% | -5.2% |
| 3M | -4.8% | -36.1% | +31.3% | -0.9% |
| 6M | +14.2% | -37.9% | +52.2% | +17.8% |
| YTD | -4.2% | -18.7% | +14.4% | -5.4% |
| 1Y | -5.3% | -9.8% | +4.6% | -7.4% |
| 3Y | +38.8% | -66.8% | +105.6% | +43.0% |
| 5Y | +14.2% | -89.6% | +103.8% | +29.2% |
| 10Y | +357.6% | +2,186.8% | -1,829.3% | +225.7% |
| All | +690.6% | +247.6% | +443.0% | +487.9% |
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