-9.5%
IEF vs SEDG
-87.2%
+77.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | -0.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | -1.7% | +8.3% | -10.1% | -1.8% |
| 3M | -2.5% | -40.7% | +38.1% | -2.2% |
| 6M | -3.3% | -3.9% | +0.7% | -3.5% |
| YTD | -2.8% | +20.2% | -23.0% | -3.4% |
| 1Y | -2.7% | +17.6% | -20.3% | -3.5% |
| 3Y | +8.9% | -76.6% | +85.5% | +9.9% |
| All | -9.5% | -87.2% | +77.6% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling