+22.9%
ITW vs ENPH
+8.1%
+14.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.2% |
| 7D | +6.3% | +26.3% | -20.0% | +5.3% |
| 30D | +11.1% | -5.7% | +16.8% | +11.1% |
| 3M | +0.1% | -24.5% | +24.6% | +0.9% |
| 6M | +18.1% | -3.0% | +21.1% | +15.4% |
| YTD | +21.4% | -1.6% | +23.0% | +17.5% |
| 1Y | +22.9% | +8.8% | +14.1% | +18.2% |
| All | +22.9% | +8.1% | +14.8% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling