-77.3%
ENPH vs IFF
-35.8%
-41.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -0.1% | -3.2% | +3.1% | +1.8% |
| 30D | -10.8% | -0.3% | -10.6% | -10.7% |
| 3M | -33.8% | +8.4% | -42.3% | -37.8% |
| 6M | -16.1% | +23.0% | -39.2% | -28.8% |
| YTD | +13.4% | +25.5% | -12.0% | -5.1% |
| 1Y | -2.6% | +29.1% | -31.7% | -20.3% |
| 3Y | -70.3% | +31.7% | -101.9% | -75.5% |
| All | -77.3% | -35.8% | -41.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling