+276.6%
ENPH vs IONS
+206.1%
+70.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.1% | +4.1% | -2.6% |
| 7D | -9.1% | -30.3% | +21.1% | -1.3% |
| 30D | -15.8% | -37.7% | +22.0% | -6.1% |
| 3M | -32.5% | -50.5% | +18.0% | -20.5% |
| 6M | -24.2% | -62.8% | +38.6% | -5.6% |
| YTD | -13.8% | -64.4% | +50.6% | +8.7% |
| 1Y | -15.8% | -59.5% | +43.6% | +2.3% |
| 3Y | -64.6% | -39.2% | -25.4% | -63.0% |
| 5Y | -88.1% | -15.3% | -72.7% | -88.8% |
| 10Y | +2,367.9% | -31.2% | +2,399.0% | +2,247.9% |
| All | +276.6% | +206.1% | +70.5% | +95.0% |
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 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