+544.3%
ITW vs ENPH
+389.6%
+154.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.4% |
| 7D | -1.9% | +3.4% | -5.3% | -2.1% |
| 30D | -10.4% | -10.3% | -0.1% | -9.8% |
| 3M | +3.5% | -31.4% | +34.9% | +5.8% |
| 6M | -3.4% | -10.1% | +6.8% | -3.9% |
| YTD | +8.5% | +14.6% | -6.1% | +5.5% |
| 1Y | +3.2% | -3.2% | +6.5% | +1.2% |
| 3Y | +18.9% | -69.5% | +88.4% | +22.2% |
| 5Y | +35.0% | -77.2% | +112.3% | +38.5% |
| 10Y | +188.6% | +1,940.0% | -1,751.4% | +113.5% |
| All | +544.3% | +389.6% | +154.7% | +387.4% |
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