-13.5%
IP vs ENPH
-88.0%
+74.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.5% |
| 7D | -2.8% | -10.3% | +7.5% | -1.9% |
| 30D | +9.2% | -10.1% | +19.3% | +9.9% |
| 3M | -16.1% | -33.1% | +17.0% | -13.4% |
| 6M | +9.6% | -24.8% | +34.4% | +10.8% |
| YTD | -8.8% | -11.7% | +2.9% | -10.1% |
| 1Y | -5.5% | -8.2% | +2.7% | -7.2% |
| 3Y | +19.6% | -63.7% | +83.3% | +21.7% |
| 5Y | -13.5% | -88.7% | +75.2% | -13.0% |
| All | -13.5% | -88.0% | +74.5% | -13.0% |
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 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