+587.0%
IVV vs ENPH
+268.5%
+318.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | 0.0% |
| 7D | -0.6% | -9.1% | +8.5% | +0.1% |
| 30D | -3.7% | -15.8% | +12.1% | -2.7% |
| 3M | -2.7% | -32.5% | +29.7% | -0.3% |
| 6M | +2.2% | -24.2% | +26.4% | +3.1% |
| YTD | +10.9% | -13.8% | +24.7% | +9.7% |
| 1Y | +11.3% | -15.8% | +27.1% | +10.2% |
| 3Y | +76.9% | -64.6% | +141.4% | +80.4% |
| 5Y | +73.5% | -88.1% | +161.5% | +86.6% |
| 10Y | +307.4% | +2,367.9% | -2,060.5% | +212.5% |
| All | +587.0% | +268.5% | +318.5% | +440.6% |
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