-88.1%
ENPH vs IONS
-16.3%
-71.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.1% | +4.1% | -2.4% |
| 7D | -9.1% | -30.3% | +21.1% | -0.5% |
| 30D | -15.8% | -37.7% | +22.0% | -5.0% |
| 3M | -32.5% | -50.5% | +18.0% | -18.8% |
| 6M | -24.2% | -62.8% | +38.6% | -3.0% |
| YTD | -13.8% | -64.4% | +50.6% | +12.2% |
| 1Y | -15.8% | -59.5% | +43.6% | +4.4% |
| 3Y | -64.6% | -39.2% | -25.4% | -64.5% |
| 5Y | -88.1% | -15.3% | -72.7% | -90.8% |
| All | -88.1% | -16.3% | -71.7% | -90.8% |
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