+2,186.8%
ENPH vs IWD
+203.0%
+1,983.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -3.0% |
| 7D | -8.4% | +2.3% | -10.7% | -11.3% |
| 30D | -11.2% | +3.6% | -14.8% | -15.3% |
| 3M | -36.1% | +2.2% | -38.2% | -37.8% |
| 6M | -37.9% | +13.0% | -50.9% | -47.3% |
| YTD | -18.7% | +26.5% | -45.2% | -40.5% |
| 1Y | -9.8% | +30.1% | -40.0% | -36.5% |
| 3Y | -66.8% | +84.9% | -151.7% | -85.3% |
| 5Y | -89.6% | +73.4% | -163.0% | -94.8% |
| All | +2,186.8% | +203.0% | +1,983.8% | +484.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling