+308.6%
IWM vs ENPH
+257.1%
+51.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.7% | -1.1% |
| 7D | +2.8% | -7.6% | +10.3% | +3.6% |
| 30D | +0.6% | -16.4% | +17.0% | +2.2% |
| 3M | -7.8% | -34.3% | +26.5% | -4.1% |
| 6M | -1.0% | -28.5% | +27.6% | +0.9% |
| YTD | +13.9% | -16.4% | +30.3% | +12.6% |
| 1Y | +15.4% | -12.8% | +28.2% | +13.6% |
| 3Y | +70.2% | -65.7% | +135.9% | +77.0% |
| 5Y | +23.7% | -89.4% | +113.0% | +40.2% |
| 10Y | +147.8% | +2,249.1% | -2,101.4% | +72.7% |
| All | +308.6% | +257.1% | +51.5% | +197.5% |
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