+2,307.3%
ENPH vs INVH
+75.4%
+2,231.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.1% | -3.0% | +2.9% | +1.8% |
| 30D | -10.8% | -7.5% | -3.3% | -6.6% |
| 3M | -33.8% | -5.5% | -28.3% | -32.0% |
| 6M | -16.1% | +11.7% | -27.8% | -23.6% |
| YTD | +13.4% | +1.3% | +12.1% | +9.4% |
| 1Y | -2.6% | -6.1% | +3.5% | -1.5% |
| 3Y | -70.3% | -9.8% | -60.5% | -69.8% |
| 5Y | -77.0% | -19.7% | -57.3% | -74.9% |
| All | +2,307.3% | +75.4% | +2,231.9% | +1,589.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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