+40.0%
IWM vs ENPH
-77.3%
+117.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.2% | -1.4% |
| 7D | +1.4% | +9.3% | -7.8% | +0.1% |
| 30D | -2.3% | -7.3% | +5.0% | -1.4% |
| 3M | +4.0% | -31.7% | +35.7% | +9.0% |
| 6M | +17.9% | -3.5% | +21.4% | +15.8% |
| YTD | +20.2% | +21.2% | -0.9% | +12.2% |
| 1Y | +25.0% | +0.1% | +24.9% | +19.4% |
| 3Y | +66.0% | -67.7% | +133.7% | +78.6% |
| 5Y | +40.0% | -76.2% | +116.3% | +51.8% |
| All | +40.0% | -77.3% | +117.4% | +51.8% |
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