+224.0%
IONQ vs SEDG
-92.0%
+315.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +0.8% |
| 7D | +16.7% | -21.4% | +38.0% | +25.0% |
| 30D | -12.3% | -19.7% | +7.4% | -6.5% |
| 3M | -17.7% | -19.7% | +2.0% | -13.2% |
| 6M | -28.9% | -37.4% | +8.4% | -22.2% |
| YTD | -22.0% | -10.4% | -11.7% | -27.3% |
| 1Y | -36.8% | -43.0% | +6.2% | -32.6% |
| 3Y | +228.2% | -63.6% | +291.9% | +251.8% |
| 5Y | +91.9% | -92.5% | +184.4% | +302.8% |
| All | +224.0% | -92.0% | +315.9% | +564.7% |
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