+228.2%
IONQ vs SEDG
-63.2%
+291.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +0.2% |
| 7D | +16.7% | -21.4% | +38.0% | +22.0% |
| 30D | -12.3% | -19.7% | +7.4% | -8.5% |
| 3M | -17.7% | -19.7% | +2.0% | -14.7% |
| 6M | -28.9% | -37.4% | +8.4% | -23.6% |
| YTD | -22.0% | -10.4% | -11.7% | -23.6% |
| 1Y | -36.8% | -43.0% | +6.2% | -33.2% |
| 3Y | +228.2% | -63.6% | +291.9% | +302.4% |
| All | +228.2% | -63.2% | +291.5% | +302.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling