+296.4%
ICE vs SEDG
+81.7%
+214.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -2.5% |
| 7D | -1.2% | +12.1% | -13.3% | -1.8% |
| 30D | +5.0% | +14.7% | -9.7% | +4.0% |
| 3M | +13.9% | -43.0% | +56.9% | +16.5% |
| 6M | -4.4% | +9.0% | -13.5% | -7.2% |
| YTD | -1.9% | +26.3% | -28.2% | -6.1% |
| 1Y | -8.1% | +8.9% | -17.1% | -12.0% |
| 3Y | +42.5% | -75.5% | +118.0% | +44.7% |
| 5Y | +40.6% | -86.7% | +127.4% | +46.3% |
| 10Y | +217.1% | +110.6% | +106.5% | +170.3% |
| All | +296.4% | +81.7% | +214.7% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling