+336.0%
IR vs SEDG
+33.6%
+302.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +2.5% | -13.3% | +15.8% | +4.2% |
| 30D | +9.2% | -21.9% | +31.0% | +12.0% |
| 3M | +0.9% | -25.9% | +26.8% | +3.8% |
| 6M | +19.2% | -44.2% | +63.5% | +23.6% |
| YTD | +7.5% | -17.3% | +24.8% | +4.3% |
| 1Y | +11.7% | -34.5% | +46.2% | +11.4% |
| 3Y | +23.9% | -66.7% | +90.6% | +21.2% |
| 5Y | +46.4% | -93.4% | +139.8% | +75.9% |
| All | +336.0% | +33.6% | +302.4% | +209.3% |
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