+168.1%
IJR vs ENPH
+1,908.3%
-1,740.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.6% | -10.8% | +6.2% | -3.5% |
| 3M | +0.2% | -33.8% | +34.1% | +4.2% |
| 6M | +14.7% | -16.1% | +30.8% | +14.8% |
| YTD | +18.9% | +13.4% | +5.4% | +13.9% |
| 1Y | +19.9% | -2.6% | +22.5% | +16.3% |
| 3Y | +53.0% | -70.3% | +123.3% | +61.5% |
| 5Y | +40.9% | -77.0% | +117.9% | +47.8% |
| All | +168.1% | +1,908.3% | -1,740.2% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling