+109.3%
IONQ vs SEDG
-75.9%
+185.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +1.2% |
| 7D | +7.1% | +12.1% | -5.0% | +4.8% |
| 30D | -8.9% | +14.7% | -23.6% | -11.5% |
| 3M | -35.6% | -43.0% | +7.5% | -29.7% |
| 6M | +13.3% | +9.0% | +4.2% | +7.5% |
| YTD | -9.8% | +26.3% | -36.1% | -17.5% |
| 1Y | -1.3% | +8.9% | -10.3% | -8.4% |
| 3Y | +109.3% | -75.5% | +184.8% | +270.4% |
| All | +109.3% | -75.9% | +185.1% | +270.4% |
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