+116.3%
IBM vs ENPH
-77.4%
+193.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.5% |
| 7D | -0.3% | +1.5% | -1.8% | -0.4% |
| 30D | -1.8% | -12.9% | +11.0% | -1.4% |
| 3M | -13.5% | -27.1% | +13.7% | -12.6% |
| 6M | -5.1% | -15.4% | +10.3% | -4.9% |
| YTD | -19.4% | +15.0% | -34.4% | -20.6% |
| 1Y | -6.5% | -0.7% | -5.8% | -7.5% |
| 3Y | +73.8% | -69.3% | +143.2% | +76.0% |
| 5Y | +116.3% | -76.7% | +193.0% | +124.3% |
| All | +116.3% | -77.4% | +193.7% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling