+55.4%
IOT vs ENPH
-82.1%
+137.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | -4.5% | -0.1% | -4.5% | -4.6% |
| 30D | -2.4% | -10.8% | +8.4% | +0.2% |
| 3M | +19.0% | -33.8% | +52.8% | +30.2% |
| 6M | +19.6% | -16.1% | +35.8% | +17.2% |
| YTD | +8.3% | +13.4% | -5.2% | -7.1% |
| 1Y | -0.8% | -2.6% | +1.8% | -11.6% |
| 3Y | +24.4% | -70.3% | +94.7% | +40.7% |
| All | +55.4% | -82.1% | +137.5% | +89.0% |
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