+44.6%
IVZ vs SEDG
+99.7%
-55.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.9% |
| 7D | +2.2% | -21.4% | +23.5% | +6.0% |
| 30D | -2.2% | -19.7% | +17.5% | +1.0% |
| 3M | -8.4% | -19.7% | +11.3% | -6.1% |
| 6M | +6.2% | -37.4% | +43.5% | +9.6% |
| YTD | +12.4% | -10.4% | +22.8% | +6.7% |
| 1Y | +26.0% | -43.0% | +69.0% | +28.4% |
| 3Y | +147.9% | -63.6% | +211.5% | +138.4% |
| 5Y | +38.8% | -92.5% | +131.2% | +73.3% |
| 10Y | +44.6% | +86.0% | -41.5% | -1.8% |
| All | +44.6% | +99.7% | -55.1% | -1.8% |
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