+213.7%
ICE vs ENPH
+1,908.3%
-1,694.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +4.0% | -10.8% | +14.9% | +4.6% |
| 3M | +13.7% | -33.8% | +47.5% | +15.8% |
| 6M | +0.9% | -16.1% | +17.1% | +0.7% |
| YTD | -2.1% | +13.4% | -15.6% | -4.7% |
| 1Y | -9.5% | -2.6% | -6.9% | -11.3% |
| 3Y | +42.1% | -70.3% | +112.3% | +45.7% |
| 5Y | +41.4% | -77.0% | +118.4% | +44.7% |
| All | +213.7% | +1,908.3% | -1,694.6% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling