-12.4%
IP vs ENPH
-88.2%
+75.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.0% |
| 7D | -5.1% | +11.0% | -16.1% | -6.0% |
| 30D | +8.5% | -15.0% | +23.5% | +9.7% |
| 3M | -13.8% | -28.2% | +14.4% | -11.6% |
| 6M | +5.7% | -20.5% | +26.2% | +6.3% |
| YTD | -9.1% | -11.2% | +2.1% | -10.4% |
| 1Y | -0.8% | -8.7% | +7.8% | -2.6% |
| 3Y | +14.8% | -63.6% | +78.4% | +16.7% |
| All | -12.4% | -88.2% | +75.8% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling