+287.9%
ENPH vs IWD
+401.5%
-113.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.2% |
| 7D | +11.0% | -0.5% | +11.5% | +12.1% |
| 30D | -15.0% | +2.7% | -17.7% | -18.3% |
| 3M | -28.2% | +0.9% | -29.1% | -29.0% |
| 6M | -20.5% | +10.5% | -31.0% | -31.2% |
| YTD | -11.2% | +23.7% | -34.9% | -35.0% |
| 1Y | -8.7% | +28.7% | -37.4% | -37.0% |
| 3Y | -63.6% | +79.7% | -143.3% | -84.7% |
| 5Y | -88.0% | +69.7% | -157.7% | -94.3% |
| 10Y | +2,333.3% | +211.4% | +2,121.9% | +298.4% |
| All | +287.9% | +401.5% | -113.6% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling