+194.1%
IJH vs SEDG
+73.0%
+121.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.4% |
| 7D | -1.9% | +1.4% | -3.3% | -2.1% |
| 30D | -4.6% | +8.3% | -12.9% | -5.7% |
| 3M | -1.2% | -40.7% | +39.5% | +3.2% |
| 6M | +9.4% | -3.9% | +13.3% | +6.0% |
| YTD | +13.3% | +20.2% | -6.9% | +6.1% |
| 1Y | +13.4% | +17.6% | -4.2% | +4.8% |
| 3Y | +50.4% | -76.6% | +127.0% | +55.5% |
| 5Y | +49.0% | -87.1% | +136.0% | +60.4% |
| 10Y | +182.6% | +105.5% | +77.1% | +115.1% |
| All | +194.1% | +73.0% | +121.1% | +124.7% |
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