-88.2%
ENPH vs IWD
+68.9%
-157.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.1% |
| 7D | +11.0% | -0.5% | +11.5% | +12.2% |
| 30D | -15.0% | +2.7% | -17.7% | -18.6% |
| 3M | -28.2% | +0.9% | -29.1% | -29.1% |
| 6M | -20.5% | +10.5% | -31.0% | -32.5% |
| YTD | -11.2% | +23.7% | -34.9% | -37.2% |
| 1Y | -8.7% | +28.7% | -37.4% | -39.5% |
| 3Y | -63.6% | +79.7% | -143.3% | -86.3% |
| All | -88.2% | +68.9% | -157.1% | -94.9% |
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 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