+705.2%
IWF vs ENPH
+247.6%
+457.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -0.9% |
| 7D | +2.8% | -8.4% | +11.2% | +3.5% |
| 30D | -7.5% | -11.2% | +3.6% | -6.9% |
| 3M | -8.5% | -36.1% | +27.6% | -5.4% |
| 6M | -7.4% | -37.9% | +30.5% | -4.8% |
| YTD | -2.6% | -18.7% | +16.0% | -3.3% |
| 1Y | -1.8% | -9.8% | +8.0% | -3.4% |
| 3Y | +65.5% | -66.8% | +132.3% | +70.3% |
| 5Y | +55.8% | -89.6% | +145.5% | +72.1% |
| 10Y | +384.9% | +2,186.8% | -1,802.0% | +271.9% |
| All | +705.2% | +247.6% | +457.6% | +535.7% |
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