+359.7%
IJH vs ENPH
+391.5%
-31.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.5% | +1.5% | -4.0% | -2.7% |
| 30D | -5.0% | -12.9% | +7.8% | -3.9% |
| 3M | +0.5% | -27.1% | +27.6% | +3.0% |
| 6M | +8.2% | -15.4% | +23.7% | +8.3% |
| YTD | +12.5% | +15.0% | -2.6% | +8.5% |
| 1Y | +14.4% | -0.7% | +15.1% | +11.4% |
| 3Y | +49.5% | -69.3% | +118.8% | +55.7% |
| 5Y | +47.8% | -76.7% | +124.5% | +53.6% |
| 10Y | +180.4% | +1,947.8% | -1,767.4% | +104.3% |
| All | +359.7% | +391.5% | -31.7% | +238.6% |
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