+6.1%
IYR vs ENPH
-77.4%
+83.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | -2.5% | -12.9% | +10.3% | -1.5% |
| 3M | -3.0% | -27.1% | +24.2% | -0.9% |
| 6M | +1.6% | -15.4% | +17.1% | +1.1% |
| YTD | +7.3% | +15.0% | -7.7% | +2.4% |
| 1Y | +5.6% | -0.7% | +6.3% | +1.8% |
| 3Y | +28.1% | -69.3% | +97.5% | +34.1% |
| 5Y | +6.1% | -76.7% | +82.8% | +12.3% |
| All | +6.1% | -77.4% | +83.5% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling