+65.1%
IVZ vs SEDG
-87.9%
+153.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +0.6% | +8.9% | -8.2% | -0.6% |
| 30D | +4.0% | +0.9% | +3.1% | +3.6% |
| 3M | +18.2% | -53.2% | +71.4% | +29.4% |
| 6M | +32.8% | -9.9% | +42.7% | +28.8% |
| YTD | +28.7% | +18.5% | +10.2% | +18.6% |
| 1Y | +55.4% | +0.1% | +55.3% | +43.8% |
| 3Y | +135.2% | -78.9% | +214.1% | +175.8% |
| All | +65.1% | -87.9% | +153.0% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling