+91.9%
IREN vs SEDG
-89.9%
+181.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.5% | +2.9% |
| 7D | +27.5% | +12.1% | +15.3% | +22.9% |
| 30D | +13.8% | +14.7% | -0.9% | +8.3% |
| 3M | -20.7% | -43.0% | +22.3% | -7.2% |
| 6M | +27.9% | +9.0% | +18.8% | +16.3% |
| YTD | +24.3% | +26.3% | -2.0% | +6.3% |
| 1Y | +79.2% | +8.9% | +70.2% | +57.1% |
| 3Y | +904.9% | -75.5% | +980.5% | +1,323.9% |
| All | +91.9% | -89.9% | +181.9% | +272.0% |
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