+236.7%
IQV vs ENPH
+1,908.3%
-1,671.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | -2.2% | -0.1% | -2.2% | -2.3% |
| 30D | +8.3% | -10.8% | +19.1% | +9.5% |
| 3M | +44.6% | -33.8% | +78.4% | +50.0% |
| 6M | +52.6% | -16.1% | +68.7% | +51.6% |
| YTD | +16.1% | +13.4% | +2.7% | +10.1% |
| 1Y | +37.3% | -2.6% | +39.9% | +31.8% |
| 3Y | +21.6% | -70.3% | +91.8% | +27.6% |
| 5Y | +0.5% | -77.0% | +77.5% | +5.4% |
| All | +236.7% | +1,908.3% | -1,671.6% | +181.7% |
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