+60.9%
IVZ vs SEDG
+107.5%
-46.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -3.2% |
| 7D | +1.1% | +12.1% | -11.0% | -0.8% |
| 30D | +3.1% | +14.7% | -11.6% | +0.5% |
| 3M | +18.2% | -43.0% | +61.2% | +26.6% |
| 6M | +38.6% | +9.0% | +29.6% | +29.8% |
| YTD | +25.9% | +26.3% | -0.4% | +13.9% |
| 1Y | +51.7% | +8.9% | +42.7% | +37.4% |
| 3Y | +138.7% | -75.5% | +214.2% | +151.7% |
| 5Y | +62.8% | -86.7% | +149.5% | +84.4% |
| 10Y | +60.9% | +110.6% | -49.7% | +11.1% |
| All | +60.9% | +107.5% | -46.5% | +11.1% |
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