+124.4%
IAU vs SEDG
-77.1%
+201.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +0.7% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | -1.5% | +8.3% | -9.8% | -1.8% |
| 3M | +3.3% | -40.7% | +43.9% | +4.4% |
| 6M | -16.2% | -3.9% | -12.3% | -16.8% |
| YTD | +0.7% | +20.2% | -19.5% | -0.7% |
| 1Y | +19.2% | +17.6% | +1.6% | +17.6% |
| 3Y | +124.4% | -76.6% | +201.0% | +118.6% |
| All | +124.4% | -77.1% | +201.5% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 3y: compounded portfolio wealth divided by compounded SEDG 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…
3y analysis · Full analysis span regression · 6 months rolling