-76.2%
ENPH vs IONS
+51.6%
-127.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.4% | +9.1% | +7.5% |
| 7D | +9.3% | -5.3% | +14.6% | +10.9% |
| 30D | -7.3% | +0.3% | -7.5% | -7.7% |
| 3M | -31.7% | -22.9% | -8.8% | -28.2% |
| 6M | -3.5% | -23.4% | +19.9% | +1.4% |
| YTD | +21.2% | -28.3% | +49.5% | +30.8% |
| 1Y | +0.1% | -7.0% | +7.1% | -1.8% |
| 3Y | -67.7% | +37.6% | -105.3% | -74.6% |
| 5Y | -76.2% | +53.4% | -129.6% | -83.2% |
| All | -76.2% | +51.6% | -127.8% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling