+22.0%
IP vs ENPH
-62.5%
+84.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.7% |
| 7D | -3.0% | +4.1% | -7.1% | -3.5% |
| 30D | +10.6% | -11.4% | +22.0% | +11.5% |
| 3M | -13.6% | -30.5% | +17.0% | -10.9% |
| 6M | +10.4% | -20.2% | +30.6% | +11.0% |
| YTD | -6.5% | -9.3% | +2.8% | -8.2% |
| 1Y | -2.1% | -3.8% | +1.6% | -4.7% |
| 3Y | +22.0% | -61.5% | +83.5% | +18.2% |
| All | +22.0% | -62.5% | +84.5% | +18.2% |
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