+10.8%
IEF vs SEDG
+75.6%
-64.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | -0.3% |
| 7D | -0.3% | +3.6% | -3.9% | -0.3% |
| 30D | -0.6% | +9.3% | -9.9% | -0.6% |
| 3M | -1.0% | -39.1% | +38.1% | -1.0% |
| 6M | -3.1% | +1.8% | -4.9% | -3.1% |
| YTD | -1.9% | +22.0% | -23.9% | -1.9% |
| 1Y | -1.4% | +17.2% | -18.6% | -1.4% |
| 3Y | +9.8% | -76.3% | +86.1% | +9.2% |
| 5Y | -8.8% | -87.2% | +78.4% | -9.2% |
| 10Y | +4.7% | +108.6% | -103.9% | +8.2% |
| All | +10.8% | +75.6% | -64.8% | +14.3% |
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