+110.4%
IBM vs ENPH
+257.1%
-146.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | -1.2% |
| 7D | -0.3% | -7.6% | +7.3% | +0.1% |
| 30D | +6.8% | -16.4% | +23.1% | +7.5% |
| 3M | +4.4% | -34.3% | +38.7% | +6.4% |
| 6M | +13.2% | -28.5% | +41.7% | +14.2% |
| YTD | -15.1% | -16.4% | +1.3% | -15.7% |
| 1Y | -20.2% | -12.8% | -7.4% | -21.0% |
| 3Y | +79.3% | -65.7% | +145.0% | +81.8% |
| 5Y | +147.5% | -89.4% | +236.8% | +161.1% |
| 10Y | +140.2% | +2,249.1% | -2,109.0% | +83.5% |
| All | +110.4% | +257.1% | -146.6% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling