+113.5%
IBM vs ENPH
+277.3%
-163.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.4% |
| 7D | -1.7% | -10.3% | +8.6% | -1.2% |
| 30D | +10.1% | -10.1% | +20.2% | +10.5% |
| 3M | +4.8% | -33.1% | +37.9% | +6.7% |
| 6M | +12.6% | -24.8% | +37.4% | +13.3% |
| YTD | -13.9% | -11.7% | -2.2% | -14.7% |
| 1Y | -18.7% | -8.2% | -10.5% | -19.7% |
| 3Y | +81.9% | -63.7% | +145.6% | +83.9% |
| 5Y | +148.3% | -88.7% | +237.0% | +161.2% |
| 10Y | +143.6% | +2,382.5% | -2,238.8% | +85.6% |
| All | +113.5% | +277.3% | -163.8% | +68.8% |
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