+98.3%
IBM vs ENPH
+417.7%
-319.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -1.5% |
| 7D | +0.3% | +9.3% | -9.0% | -0.2% |
| 30D | -1.5% | -7.3% | +5.8% | -1.1% |
| 3M | -16.8% | -31.7% | +15.0% | -15.5% |
| 6M | -9.0% | -3.5% | -5.6% | -9.6% |
| YTD | -20.1% | +21.2% | -41.2% | -21.9% |
| 1Y | -7.0% | +0.1% | -7.1% | -8.5% |
| 3Y | +72.4% | -67.7% | +140.1% | +75.5% |
| 5Y | +112.0% | -76.2% | +188.2% | +114.4% |
| 10Y | +131.6% | +2,057.2% | -1,925.7% | +77.3% |
| All | +98.3% | +417.7% | -319.5% | +54.6% |
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