+402.2%
ENPH vs IFF
+99.1%
+303.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +1.5% | -2.8% | +4.3% | +3.2% |
| 30D | -12.9% | -1.1% | -11.7% | -12.3% |
| 3M | -27.1% | +13.8% | -40.9% | -33.3% |
| 6M | -15.4% | +16.7% | -32.1% | -25.5% |
| YTD | +15.0% | +26.1% | -11.1% | -3.2% |
| 1Y | -0.7% | +33.5% | -34.2% | -19.6% |
| 3Y | -69.3% | +31.6% | -100.9% | -74.7% |
| 5Y | -76.7% | -34.9% | -41.8% | -72.2% |
| 10Y | +1,947.8% | -20.3% | +1,968.1% | +1,836.6% |
| All | +402.2% | +99.1% | +303.0% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling