-1.0%
ENPH vs IRE
-84.0%
+83.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.8% | +1.4% | -4.7% |
| 7D | +3.4% | +29.0% | -25.7% | +0.5% |
| 30D | -10.3% | +24.2% | -34.5% | -13.4% |
| 3M | -31.4% | -53.2% | +21.8% | -29.3% |
| 6M | -10.1% | -36.0% | +25.9% | -9.8% |
| YTD | +14.6% | -51.0% | +65.6% | +6.8% |
| All | -1.0% | -84.0% | +83.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling