+395.5%
ENPH vs IRM
+965.0%
-569.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -6.6% | -8.1% | +1.5% | -2.5% |
| 3M | -46.8% | -9.7% | -37.2% | -43.8% |
| 6M | -14.7% | +10.0% | -24.7% | -19.1% |
| YTD | +13.5% | +43.0% | -29.5% | -6.9% |
| 1Y | -0.4% | +32.7% | -33.1% | -15.2% |
| 3Y | -71.7% | +102.7% | -174.5% | -81.5% |
| 5Y | -79.1% | +187.6% | -266.7% | -88.7% |
| 10Y | +1,898.4% | +420.1% | +1,478.2% | +622.8% |
| All | +395.5% | +965.0% | -569.5% | -14.3% |
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