+73.2%
IWD vs SEDG
-93.5%
+166.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | +2.3% | -13.3% | +15.6% | +3.1% |
| 30D | +3.6% | -21.9% | +25.4% | +4.9% |
| 3M | +2.2% | -25.9% | +28.0% | +3.6% |
| 6M | +13.0% | -44.2% | +57.2% | +15.0% |
| YTD | +26.5% | -17.3% | +43.8% | +24.0% |
| 1Y | +30.1% | -34.5% | +64.7% | +29.5% |
| 3Y | +84.9% | -66.7% | +151.6% | +84.9% |
| All | +73.2% | -93.5% | +166.7% | +104.2% |
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