+84.9%
IWD vs SEDG
-65.9%
+150.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | +2.3% | -13.3% | +15.6% | +2.9% |
| 30D | +3.6% | -21.9% | +25.4% | +4.6% |
| 3M | +2.2% | -25.9% | +28.0% | +3.2% |
| 6M | +13.0% | -44.2% | +57.2% | +14.5% |
| YTD | +26.5% | -17.3% | +43.8% | +24.7% |
| 1Y | +30.1% | -34.5% | +64.7% | +29.7% |
| 3Y | +84.9% | -66.7% | +151.6% | +84.7% |
| All | +84.9% | -65.9% | +150.8% | +84.7% |
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