+291.3%
IR vs ENPH
+3,941.1%
-3,649.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.8% | -2.4% | -0.5% | -2.6% |
| 30D | -15.1% | -6.6% | -8.5% | -14.5% |
| 3M | +6.1% | -46.8% | +52.9% | +13.1% |
| 6M | -16.8% | -14.7% | -2.1% | -16.9% |
| YTD | -3.5% | +13.5% | -17.0% | -7.8% |
| 1Y | -3.5% | -0.4% | -3.1% | -6.9% |
| 3Y | +9.5% | -71.7% | +81.2% | +16.5% |
| 5Y | +45.1% | -79.1% | +124.2% | +54.3% |
| All | +291.3% | +3,941.1% | -3,649.8% | +193.6% |
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 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