-5.0%
IBM vs ENPH
-5.7%
+0.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.4% | +8.8% | +3.5% |
| 7D | +3.6% | +3.4% | +0.2% | +3.4% |
| 30D | +1.5% | -10.3% | +11.8% | +1.8% |
| 3M | -12.9% | -31.4% | +18.5% | -11.7% |
| 6M | -3.9% | -10.1% | +6.2% | -3.0% |
| YTD | -17.3% | +14.6% | -31.9% | -18.4% |
| 1Y | -5.0% | -3.2% | -1.8% | -5.5% |
| All | -5.0% | -5.7% | +0.7% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 1y: compounded portfolio wealth divided by compounded ENPH 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…
1y analysis · Full analysis span regression · 6 months rolling