+185.7%
IONQ vs SEDG
-92.5%
+278.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -8.9% | -0.5% | -6.9% |
| 7D | +16.8% | -7.3% | +24.1% | +19.6% |
| 30D | -11.1% | -25.3% | +14.2% | -3.3% |
| 3M | -31.7% | -24.1% | -7.6% | -26.7% |
| 6M | -44.8% | -39.9% | -4.9% | -38.8% |
| YTD | -31.2% | -15.8% | -15.4% | -34.7% |
| 1Y | -39.1% | -42.9% | +3.7% | -35.2% |
| 3Y | +189.5% | -65.9% | +255.3% | +216.0% |
| 5Y | +53.2% | -93.3% | +146.4% | +232.0% |
| All | +185.7% | -92.5% | +278.2% | +497.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling