-69.8%
ENPH vs ITUB
+120.1%
-189.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.7% |
| 7D | +1.5% | +1.0% | +0.5% | +1.2% |
| 30D | -12.9% | +10.7% | -23.6% | -16.4% |
| 3M | -27.1% | +10.1% | -37.2% | -30.1% |
| 6M | -15.4% | -0.1% | -15.3% | -15.8% |
| YTD | +15.0% | +18.4% | -3.4% | +6.3% |
| 1Y | -0.7% | +31.3% | -32.0% | -13.0% |
| All | -69.8% | +120.1% | -189.9% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling