+1,947.8%
ENPH vs IWD
+201.1%
+1,746.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.8% |
| 7D | +1.5% | -2.3% | +3.8% | +4.9% |
| 30D | -12.9% | -1.8% | -11.1% | -10.6% |
| 3M | -27.1% | +8.0% | -35.1% | -34.7% |
| 6M | -15.4% | +17.0% | -32.4% | -31.4% |
| YTD | +15.0% | +21.3% | -6.3% | -10.8% |
| 1Y | -0.7% | +27.9% | -28.7% | -28.1% |
| 3Y | -69.3% | +70.1% | -139.4% | -84.6% |
| 5Y | -76.7% | +74.2% | -150.9% | -88.3% |
| All | +1,947.8% | +201.1% | +1,746.7% | +488.3% |
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