+103.5%
IP vs ENPH
+384.9%
-281.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -5.3% | -2.4% | -2.9% | -5.1% |
| 30D | -10.9% | -6.6% | -4.2% | -10.5% |
| 3M | +11.2% | -46.8% | +58.0% | +15.5% |
| 6M | -10.2% | -14.7% | +4.5% | -10.2% |
| YTD | -2.0% | +13.5% | -15.5% | -4.3% |
| 1Y | -19.1% | -0.4% | -18.7% | -20.5% |
| 3Y | +20.9% | -71.7% | +92.6% | +25.0% |
| 5Y | -17.8% | -79.1% | +61.3% | -15.5% |
| 10Y | +23.5% | +1,898.4% | -1,874.8% | -10.4% |
| All | +103.5% | +384.9% | -281.4% | +48.1% |
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