+313.4%
IVV vs SEDG
+94.7%
+218.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.0% |
| 7D | -0.9% | -11.2% | +10.2% | +0.1% |
| 30D | -2.3% | -15.3% | +12.9% | -1.1% |
| 3M | -1.2% | -19.9% | +18.8% | +0.3% |
| 6M | +3.3% | -36.2% | +39.5% | +5.0% |
| YTD | +12.3% | -7.6% | +19.9% | +8.5% |
| 1Y | +12.5% | -40.3% | +52.9% | +13.1% |
| 3Y | +79.2% | -62.5% | +141.7% | +74.0% |
| 5Y | +75.6% | -92.6% | +168.2% | +101.0% |
| 10Y | +313.4% | +99.8% | +213.6% | +228.5% |
| All | +313.4% | +94.7% | +218.7% | +228.5% |
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 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