+264.9%
ENPH vs IRM
+952.4%
-687.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.4% |
| 7D | -7.6% | +8.6% | -16.2% | -11.7% |
| 30D | -16.4% | 0.0% | -16.4% | -16.5% |
| 3M | -34.3% | -7.1% | -27.2% | -31.9% |
| 6M | -28.5% | -7.9% | -20.7% | -25.2% |
| YTD | -16.4% | +41.3% | -57.7% | -31.2% |
| 1Y | -12.8% | +20.7% | -33.5% | -21.9% |
| 3Y | -65.7% | +112.2% | -177.8% | -78.2% |
| 5Y | -89.4% | +191.2% | -280.6% | -94.3% |
| 10Y | +2,249.1% | +524.3% | +1,724.8% | +664.7% |
| All | +264.9% | +952.4% | -687.5% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling