+395.5%
ENPH vs IONS
+530.7%
-135.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.4% | -4.8% | +2.5% | -1.2% |
| 30D | -6.6% | +7.2% | -13.8% | -8.5% |
| 3M | -46.8% | -22.7% | -24.1% | -44.2% |
| 6M | -14.7% | -26.9% | +12.1% | -9.5% |
| YTD | +13.5% | -26.6% | +40.0% | +20.6% |
| 1Y | -0.4% | -2.1% | +1.7% | -2.4% |
| 3Y | -71.7% | +43.4% | -115.2% | -76.1% |
| 5Y | -79.1% | +47.0% | -126.1% | -82.8% |
| 10Y | +1,898.4% | +97.2% | +1,801.2% | +1,368.5% |
| All | +395.5% | +530.7% | -135.2% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling