+264.9%
ENPH vs IONS
+196.5%
+68.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -4.4% |
| 7D | -7.6% | -29.6% | +22.1% | +0.2% |
| 30D | -16.4% | -35.6% | +19.2% | -7.6% |
| 3M | -34.3% | -51.7% | +17.4% | -22.1% |
| 6M | -28.5% | -64.0% | +35.4% | -10.3% |
| YTD | -16.4% | -65.5% | +49.0% | +6.2% |
| 1Y | -12.8% | -62.4% | +49.6% | +8.3% |
| 3Y | -65.7% | -41.1% | -24.6% | -63.9% |
| 5Y | -89.4% | -16.5% | -72.9% | -90.0% |
| 10Y | +2,249.1% | -35.8% | +2,285.0% | +2,171.0% |
| All | +264.9% | +196.5% | +68.3% | +90.6% |
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