-70.2%
ENPH vs IWD
+73.3%
-143.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.5% |
| 7D | -2.4% | -0.3% | -2.1% | -1.8% |
| 30D | -6.6% | +0.6% | -7.2% | -7.6% |
| 3M | -46.8% | +7.2% | -54.0% | -53.2% |
| 6M | -14.7% | +16.2% | -30.9% | -34.7% |
| YTD | +13.5% | +23.3% | -9.9% | -21.4% |
| 1Y | -0.4% | +29.6% | -30.0% | -36.4% |
| All | -70.2% | +73.3% | -143.5% | -91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling