+73.3%
IWD vs SEDG
-87.1%
+160.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.4% |
| 7D | -1.2% | +3.6% | -4.8% | -1.4% |
| 30D | -1.6% | +9.3% | -11.0% | -2.3% |
| 3M | +7.0% | -39.1% | +46.1% | +9.4% |
| 6M | +17.0% | +1.8% | +15.2% | +14.3% |
| YTD | +21.6% | +22.0% | -0.4% | +16.8% |
| 1Y | +28.0% | +17.2% | +10.8% | +22.2% |
| 3Y | +70.6% | -76.3% | +146.9% | +80.1% |
| 5Y | +73.3% | -87.2% | +160.6% | +89.0% |
| All | +73.3% | -87.1% | +160.4% | +89.0% |
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