+166.4%
IWM vs ENPH
+1,908.3%
-1,741.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | -4.6% | -10.8% | +6.3% | -3.3% |
| 3M | -0.3% | -33.8% | +33.5% | +4.2% |
| 6M | +14.7% | -16.1% | +30.9% | +15.0% |
| YTD | +17.8% | +13.4% | +4.4% | +12.5% |
| 1Y | +21.2% | -2.6% | +23.8% | +17.3% |
| 3Y | +62.3% | -70.3% | +132.6% | +72.7% |
| 5Y | +38.7% | -77.0% | +115.8% | +47.2% |
| All | +166.4% | +1,908.3% | -1,741.9% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling