+449.9%
IGV vs SEDG
+81.7%
+368.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.6% |
| 7D | -3.3% | +12.1% | -15.4% | -4.7% |
| 30D | 0.0% | +14.7% | -14.7% | -1.9% |
| 3M | +7.3% | -43.0% | +50.4% | +12.8% |
| 6M | +16.7% | +9.0% | +7.7% | +11.1% |
| YTD | -2.8% | +26.3% | -29.1% | -10.1% |
| 1Y | -6.7% | +8.9% | -15.6% | -13.4% |
| 3Y | +41.1% | -75.5% | +116.7% | +47.1% |
| 5Y | +22.0% | -86.7% | +108.7% | +35.3% |
| 10Y | +357.9% | +110.6% | +247.4% | +252.5% |
| All | +449.9% | +81.7% | +368.2% | +325.6% |
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 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