+21.0%
ITW vs ENPH
-70.3%
+91.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -8.3% | -10.8% | +2.5% | -7.8% |
| 3M | +6.0% | -33.8% | +39.9% | +8.3% |
| 6M | 0.0% | -16.1% | +16.1% | -0.2% |
| YTD | +10.2% | +13.4% | -3.2% | +7.1% |
| 1Y | +3.2% | -2.6% | +5.8% | +1.0% |
| 3Y | +21.0% | -70.3% | +91.2% | +24.5% |
| All | +21.0% | -70.3% | +91.3% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling