+158.7%
IYR vs ENPH
+417.7%
-259.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.5% |
| 7D | -0.4% | +9.3% | -9.6% | -0.9% |
| 30D | -2.5% | -7.3% | +4.7% | -2.1% |
| 3M | +1.5% | -31.7% | +33.2% | +3.4% |
| 6M | +3.9% | -3.5% | +7.3% | +2.8% |
| YTD | +9.5% | +21.2% | -11.6% | +6.2% |
| 1Y | +7.5% | +0.1% | +7.4% | +5.1% |
| 3Y | +30.8% | -67.7% | +98.5% | +33.8% |
| 5Y | +4.8% | -76.2% | +81.0% | +7.3% |
| 10Y | +64.3% | +2,057.2% | -1,992.9% | +32.7% |
| All | +158.7% | +417.7% | -259.0% | +109.2% |
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