+25.9%
IWM vs ENPH
-88.0%
+113.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | -0.3% | -10.3% | +10.0% | +1.3% |
| 30D | +1.9% | -10.1% | +12.0% | +3.0% |
| 3M | -5.7% | -33.1% | +27.4% | -0.6% |
| 6M | -0.3% | -24.8% | +24.5% | +1.4% |
| YTD | +15.8% | -11.7% | +27.5% | +12.2% |
| 1Y | +17.1% | -8.2% | +25.3% | +12.6% |
| 3Y | +73.1% | -63.7% | +136.8% | +79.4% |
| 5Y | +25.9% | -88.7% | +114.6% | +54.3% |
| All | +25.9% | -88.0% | +113.8% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling