+41.3%
ICE vs ENPH
-70.0%
+111.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.6% |
| 7D | -0.9% | +3.4% | -4.2% | -1.0% |
| 30D | +4.0% | -10.3% | +14.2% | +4.3% |
| 3M | +11.0% | -31.4% | +42.3% | +12.2% |
| 6M | -5.0% | -10.1% | +5.2% | -5.6% |
| YTD | -2.7% | +14.6% | -17.3% | -5.2% |
| 1Y | -8.6% | -3.2% | -5.4% | -10.3% |
| All | +41.3% | -70.0% | +111.2% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling