+186.5%
IJR vs SEDG
+83.3%
+103.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.4% |
| 7D | -2.3% | +8.7% | -11.0% | -3.3% |
| 30D | -4.7% | +10.3% | -15.0% | -6.0% |
| 3M | +2.1% | -32.6% | +34.8% | +5.3% |
| 6M | +13.9% | -3.6% | +17.4% | +10.1% |
| YTD | +18.2% | +27.4% | -9.2% | +9.5% |
| 1Y | +21.8% | +24.9% | -3.1% | +11.4% |
| 3Y | +52.2% | -75.3% | +127.5% | +56.4% |
| 5Y | +40.1% | -86.3% | +126.4% | +49.8% |
| 10Y | +169.7% | +117.7% | +51.9% | +98.4% |
| All | +186.5% | +83.3% | +103.2% | +109.8% |
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