+500.1%
IRM vs SEDG
+70.6%
+429.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.5% |
| 7D | -0.5% | +8.9% | -9.3% | -1.2% |
| 30D | -8.1% | +0.9% | -9.0% | -8.3% |
| 3M | -9.7% | -53.2% | +43.6% | -4.5% |
| 6M | +10.0% | -9.9% | +19.9% | +7.8% |
| YTD | +43.0% | +18.5% | +24.5% | +36.0% |
| 1Y | +32.7% | +0.1% | +32.6% | +26.9% |
| 3Y | +102.7% | -78.9% | +181.6% | +110.5% |
| 5Y | +187.6% | -88.0% | +275.6% | +208.3% |
| 10Y | +420.1% | +97.5% | +322.6% | +293.6% |
| All | +500.1% | +70.6% | +429.5% | +340.2% |
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