+240.3%
IONQ vs SEDG
-89.2%
+329.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +1.3% |
| 7D | -7.0% | +1.4% | -8.4% | -7.5% |
| 30D | -18.7% | +8.3% | -27.0% | -20.9% |
| 3M | -36.6% | -40.7% | +4.0% | -28.6% |
| 6M | +7.2% | -3.9% | +11.1% | +0.6% |
| YTD | -18.1% | +20.2% | -38.3% | -29.6% |
| 1Y | -21.9% | +17.6% | -39.5% | -34.0% |
| 3Y | +86.7% | -76.6% | +163.3% | +162.9% |
| 5Y | +267.5% | -87.1% | +354.6% | +579.5% |
| All | +240.3% | -89.2% | +329.5% | +544.0% |
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