+312.0%
IVV vs SEDG
+84.0%
+228.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.9% | +8.6% | +0.5% |
| 7D | +3.3% | -7.3% | +10.6% | +4.0% |
| 30D | -2.7% | -25.3% | +22.7% | -0.3% |
| 3M | -1.7% | -24.1% | +22.4% | +0.2% |
| 6M | +3.2% | -39.9% | +43.1% | +5.4% |
| YTD | +12.0% | -15.8% | +27.8% | +9.1% |
| 1Y | +12.1% | -42.9% | +55.0% | +13.1% |
| 3Y | +78.6% | -65.9% | +144.5% | +74.9% |
| 5Y | +73.8% | -93.3% | +167.1% | +100.9% |
| All | +312.0% | +84.0% | +228.0% | +230.3% |
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