+20.5%
IRM vs SEDG
+17.9%
+2.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.7% | +2.4% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | -7.4% | +8.3% | -15.7% | -8.1% |
| 3M | -7.4% | -40.7% | +33.3% | -4.5% |
| 6M | +8.7% | -3.9% | +12.6% | +4.6% |
| YTD | +40.9% | +20.2% | +20.7% | +30.8% |
| 1Y | +20.5% | +17.6% | +2.9% | +14.5% |
| All | +20.5% | +17.9% | +2.6% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling