+761.4%
IWF vs ENPH
+417.7%
+343.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -0.9% |
| 7D | +1.5% | +9.3% | -7.8% | +0.7% |
| 30D | -1.3% | -7.3% | +6.0% | -0.7% |
| 3M | +0.1% | -31.7% | +31.9% | +3.0% |
| 6M | +10.3% | -3.5% | +13.7% | +9.2% |
| YTD | +4.2% | +21.2% | -17.0% | +0.4% |
| 1Y | +9.3% | +0.1% | +9.3% | +6.7% |
| 3Y | +79.3% | -67.7% | +147.0% | +85.2% |
| 5Y | +73.8% | -76.2% | +150.0% | +80.2% |
| 10Y | +410.9% | +2,057.2% | -1,646.3% | +287.5% |
| All | +761.4% | +417.7% | +343.7% | +560.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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