-89.1%
ENPH vs IBN
+72.8%
-161.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.8% |
| 7D | -7.6% | +5.7% | -13.3% | -10.7% |
| 30D | -16.4% | +20.5% | -36.9% | -25.4% |
| 3M | -34.3% | +15.2% | -49.6% | -40.0% |
| 6M | -28.5% | +34.5% | -63.1% | -40.6% |
| YTD | -16.4% | +16.4% | -32.8% | -24.2% |
| 1Y | -12.8% | +13.5% | -26.3% | -19.9% |
| 3Y | -65.7% | +55.4% | -121.1% | -76.1% |
| All | -89.1% | +72.8% | -161.9% | -93.2% |
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