-2.6%
ENPH vs IT
-23.2%
+20.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.6% | -0.8% |
| 7D | -0.1% | -3.7% | +3.6% | -0.4% |
| 30D | -10.8% | +0.1% | -10.9% | -10.7% |
| 3M | -33.8% | +20.7% | -54.5% | -30.9% |
| 6M | -16.1% | +12.0% | -28.1% | -12.9% |
| YTD | +13.4% | -28.8% | +42.2% | +29.6% |
| 1Y | -2.6% | -25.5% | +22.9% | +9.0% |
| All | -2.6% | -23.2% | +20.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling