+76.9%
IVV vs SEDG
-63.2%
+140.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.2% | 0.0% |
| 7D | -0.6% | -21.4% | +20.8% | +0.5% |
| 30D | -3.7% | -19.7% | +16.1% | -2.8% |
| 3M | -2.7% | -19.7% | +17.0% | -2.0% |
| 6M | +2.2% | -37.4% | +39.6% | +3.4% |
| YTD | +10.9% | -10.4% | +21.3% | +9.3% |
| 1Y | +11.3% | -43.0% | +54.3% | +12.1% |
| 3Y | +76.9% | -63.6% | +140.5% | +74.5% |
| All | +76.9% | -63.2% | +140.1% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling