-0.4%
ENPH vs IFF
+34.4%
-34.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.4% | -1.8% | -0.5% | -1.8% |
| 30D | -6.6% | -2.0% | -4.7% | -6.2% |
| 3M | -46.8% | +18.5% | -65.4% | -50.6% |
| 6M | -14.7% | +11.7% | -26.4% | -17.5% |
| YTD | +13.5% | +29.6% | -16.1% | -6.0% |
| 1Y | -0.4% | +35.0% | -35.4% | -22.5% |
| All | -0.4% | +34.4% | -34.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling