+434.2%
IRM vs SEDG
+106.4%
+327.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.7% | +2.5% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | -7.4% | +8.3% | -15.7% | -8.2% |
| 3M | -7.4% | -40.7% | +33.3% | -4.1% |
| 6M | +8.7% | -3.9% | +12.6% | +5.9% |
| YTD | +40.9% | +20.2% | +20.7% | +33.8% |
| 1Y | +20.5% | +17.6% | +2.9% | +13.6% |
| 3Y | +101.7% | -76.6% | +178.3% | +108.3% |
| 5Y | +197.7% | -87.1% | +284.7% | +219.2% |
| All | +434.2% | +106.4% | +327.7% | +313.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling