+10.1%
IP vs SEDG
+37.2%
-27.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.4% |
| 7D | -5.1% | -8.5% | +3.4% | -4.5% |
| 30D | +8.5% | -17.0% | +25.6% | +9.9% |
| 3M | -13.8% | -15.8% | +2.0% | -13.0% |
| 6M | +5.7% | -32.3% | +38.0% | +6.7% |
| YTD | -9.1% | -4.6% | -4.5% | -12.4% |
| 1Y | -0.8% | -29.2% | +28.4% | -2.1% |
| 3Y | +14.8% | -61.7% | +76.5% | +10.8% |
| 5Y | -11.5% | -92.0% | +80.5% | -3.8% |
| 10Y | +27.9% | +100.8% | -72.9% | -6.1% |
| All | +10.1% | +37.2% | -27.1% | -18.4% |
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 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