+230.0%
IWD vs SEDG
+19.0%
+211.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +2.3% | -13.3% | +15.6% | +3.4% |
| 30D | +3.6% | -21.9% | +25.4% | +5.3% |
| 3M | +2.2% | -25.9% | +28.0% | +4.0% |
| 6M | +13.0% | -44.2% | +57.2% | +15.6% |
| YTD | +26.5% | -17.3% | +43.8% | +23.6% |
| 1Y | +30.1% | -34.5% | +64.7% | +29.5% |
| 3Y | +84.9% | -66.7% | +151.6% | +81.0% |
| 5Y | +73.4% | -93.4% | +166.8% | +93.4% |
| 10Y | +204.0% | +78.7% | +125.4% | +138.2% |
| All | +230.0% | +19.0% | +211.0% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling