-76.8%
ENPH vs IBN
+53.6%
-130.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.4% |
| 7D | +3.4% | -5.1% | +8.5% | +6.4% |
| 30D | -10.3% | -3.5% | -6.7% | -8.6% |
| 3M | -31.4% | +11.3% | -42.7% | -35.9% |
| 6M | -10.1% | +4.4% | -14.6% | -12.9% |
| YTD | +14.6% | -1.8% | +16.4% | +15.3% |
| 1Y | -3.2% | -8.0% | +4.8% | +0.3% |
| 3Y | -69.5% | +27.1% | -96.5% | -75.5% |
| All | -76.8% | +53.6% | -130.4% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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