+590.1%
ICE vs ENPH
+384.9%
+205.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | +7.6% | -6.6% | +14.2% | +7.9% |
| 3M | +13.9% | -46.8% | +60.8% | +17.0% |
| 6M | -2.4% | -14.7% | +12.4% | -2.6% |
| YTD | +0.3% | +13.5% | -13.2% | -2.0% |
| 1Y | -6.4% | -0.4% | -6.0% | -8.1% |
| 3Y | +43.1% | -71.7% | +114.9% | +46.6% |
| 5Y | +42.1% | -79.1% | +121.2% | +45.5% |
| 10Y | +220.9% | +1,898.4% | -1,677.4% | +169.1% |
| All | +590.1% | +384.9% | +205.2% | +475.5% |
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 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