-9.5%
ICE vs ENPH
-2.4%
-7.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +4.0% | -10.8% | +14.9% | +3.9% |
| 3M | +13.7% | -33.8% | +47.5% | +13.8% |
| 6M | +0.9% | -16.1% | +17.1% | +0.5% |
| YTD | -2.1% | +13.4% | -15.6% | -4.8% |
| 1Y | -9.5% | -2.6% | -6.9% | -11.5% |
| All | -9.5% | -2.4% | -7.1% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling