+1,919.4%
ENPH vs ITUB
+220.1%
+1,699.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -0.1% | +2.2% | -2.3% | -0.7% |
| 30D | -10.8% | +12.6% | -23.5% | -14.2% |
| 3M | -33.8% | +6.4% | -40.2% | -35.3% |
| 6M | -16.1% | +0.6% | -16.7% | -16.4% |
| YTD | +13.4% | +18.8% | -5.4% | +6.9% |
| 1Y | -2.6% | +31.0% | -33.6% | -11.5% |
| 3Y | -70.3% | +118.1% | -188.3% | -77.2% |
| 5Y | -77.0% | +193.0% | -270.1% | -84.5% |
| All | +1,919.4% | +220.1% | +1,699.3% | +1,032.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling