+395.5%
ENPH vs IT
+333.7%
+61.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +2.1% |
| 7D | -2.4% | -6.0% | +3.7% | +0.1% |
| 30D | -6.6% | 0.0% | -6.6% | -7.1% |
| 3M | -46.8% | +13.1% | -59.9% | -51.4% |
| 6M | -14.7% | +11.7% | -26.4% | -24.2% |
| YTD | +13.5% | -26.1% | +39.6% | +22.2% |
| 1Y | -0.4% | -21.3% | +20.8% | +2.7% |
| 3Y | -71.7% | -46.7% | -25.0% | -67.0% |
| 5Y | -79.1% | -40.5% | -38.6% | -77.3% |
| 10Y | +1,898.4% | +103.9% | +1,794.5% | +784.7% |
| All | +395.5% | +333.7% | +61.8% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling