+322.1%
IVV vs SEDG
+103.5%
+218.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.1% |
| 7D | -0.4% | +3.6% | -4.0% | -0.7% |
| 30D | -1.4% | +9.3% | -10.7% | -2.3% |
| 3M | +3.7% | -39.1% | +42.8% | +7.2% |
| 6M | +13.0% | +1.8% | +11.2% | +9.6% |
| YTD | +12.4% | +22.0% | -9.6% | +6.4% |
| 1Y | +18.6% | +17.2% | +1.4% | +11.3% |
| 3Y | +78.1% | -76.3% | +154.4% | +85.0% |
| 5Y | +82.3% | -87.2% | +169.5% | +96.9% |
| 10Y | +322.1% | +108.6% | +213.5% | +232.1% |
| All | +322.1% | +103.5% | +218.6% | +232.1% |
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