-78.4%
ENPH vs IWD
+73.6%
-152.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.3% |
| 7D | -2.4% | -0.3% | -2.1% | -1.9% |
| 30D | -6.6% | +0.6% | -7.2% | -7.5% |
| 3M | -46.8% | +7.2% | -54.0% | -52.5% |
| 6M | -14.7% | +16.2% | -30.9% | -33.0% |
| YTD | +13.5% | +23.3% | -9.9% | -18.6% |
| 1Y | -0.4% | +29.6% | -30.0% | -33.7% |
| 3Y | -71.7% | +70.5% | -142.2% | -88.0% |
| All | -78.4% | +73.6% | -152.1% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling