+429.0%
ENPH vs ITUB
+149.6%
+279.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.1% |
| 7D | +9.3% | +8.2% | +1.0% | +6.5% |
| 30D | -7.3% | +4.7% | -12.0% | -8.8% |
| 3M | -31.7% | +13.0% | -44.7% | -34.6% |
| 6M | -3.5% | +4.2% | -7.7% | -4.9% |
| YTD | +21.2% | +18.6% | +2.6% | +14.1% |
| 1Y | +0.1% | +31.3% | -31.2% | -9.3% |
| 3Y | -67.7% | +124.9% | -192.6% | -75.6% |
| 5Y | -76.2% | +195.6% | -271.8% | -84.2% |
| 10Y | +2,057.2% | +196.4% | +1,860.8% | +1,180.3% |
| All | +429.0% | +149.6% | +279.4% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling