+2,186.8%
ENPH vs IRM
+520.0%
+1,666.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.3% |
| 7D | -8.4% | +6.8% | -15.2% | -11.6% |
| 30D | -11.2% | +2.6% | -13.8% | -12.5% |
| 3M | -36.1% | -9.5% | -26.6% | -32.9% |
| 6M | -37.9% | -8.5% | -29.4% | -34.9% |
| YTD | -18.7% | +40.3% | -58.9% | -32.1% |
| 1Y | -9.8% | +28.7% | -38.5% | -21.4% |
| 3Y | -66.8% | +111.8% | -178.6% | -78.5% |
| 5Y | -89.6% | +189.1% | -278.7% | -94.2% |
| All | +2,186.8% | +520.0% | +1,666.8% | +719.4% |
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