-77.2%
ENPH vs IT
-45.7%
-31.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.8% | -5.0% |
| 7D | +3.4% | -9.1% | +12.5% | +5.6% |
| 30D | -10.3% | -12.2% | +1.9% | -7.7% |
| 3M | -31.4% | +7.8% | -39.2% | -34.0% |
| 6M | -10.1% | +2.0% | -12.1% | -13.9% |
| YTD | +14.6% | -32.7% | +47.3% | +30.2% |
| 1Y | -3.2% | -31.1% | +27.9% | +7.8% |
| 3Y | -69.5% | -52.1% | -17.4% | -64.2% |
| 5Y | -77.2% | -46.3% | -31.0% | -77.3% |
| All | -77.2% | -45.7% | -31.6% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling