-67.7%
ENPH vs IONS
+39.5%
-107.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.4% | +9.1% | +7.3% |
| 7D | +9.3% | -5.3% | +14.6% | +10.4% |
| 30D | -7.3% | +0.3% | -7.5% | -7.6% |
| 3M | -31.7% | -22.9% | -8.8% | -29.6% |
| 6M | -3.5% | -23.4% | +19.9% | -0.5% |
| YTD | +21.2% | -28.3% | +49.5% | +27.6% |
| 1Y | +0.1% | -7.0% | +7.1% | -1.5% |
| 3Y | -67.7% | +37.6% | -105.3% | -72.0% |
| All | -67.7% | +39.5% | -107.2% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 3y: compounded portfolio wealth divided by compounded IONS 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…
3y analysis · Full analysis span regression · 6 months rolling