+717.0%
IGV vs ENPH
+384.9%
+332.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -4.5% | -2.4% | -2.1% | -4.3% |
| 30D | +3.2% | -6.6% | +9.8% | +3.9% |
| 3M | +4.5% | -46.8% | +51.3% | +10.7% |
| 6M | +22.1% | -14.7% | +36.9% | +21.9% |
| YTD | -1.0% | +13.5% | -14.5% | -5.0% |
| 1Y | -2.1% | -0.4% | -1.7% | -5.2% |
| 3Y | +44.6% | -71.7% | +116.3% | +52.1% |
| 5Y | +22.2% | -79.1% | +101.2% | +29.4% |
| 10Y | +364.7% | +1,898.4% | -1,533.6% | +229.2% |
| All | +717.0% | +384.9% | +332.1% | +490.2% |
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