+1,947.8%
ENPH vs IRM
+430.1%
+1,517.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.4% |
| 7D | +1.5% | -1.8% | +3.3% | +2.4% |
| 30D | -12.9% | -7.8% | -5.1% | -9.4% |
| 3M | -27.1% | -7.9% | -19.3% | -24.2% |
| 6M | -15.4% | +6.3% | -21.8% | -18.0% |
| YTD | +15.0% | +38.2% | -23.1% | -2.6% |
| 1Y | -0.7% | +19.8% | -20.5% | -9.8% |
| 3Y | -69.3% | +98.8% | -168.1% | -79.1% |
| 5Y | -76.7% | +191.8% | -268.5% | -86.8% |
| All | +1,947.8% | +430.1% | +1,517.7% | +715.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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