+221.7%
IWD vs SEDG
+70.6%
+151.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -0.3% | +8.9% | -9.2% | -1.0% |
| 30D | +0.6% | +0.9% | -0.3% | +0.4% |
| 3M | +7.2% | -53.2% | +60.5% | +12.6% |
| 6M | +16.2% | -9.9% | +26.1% | +14.1% |
| YTD | +23.3% | +18.5% | +4.8% | +17.6% |
| 1Y | +29.6% | +0.1% | +29.5% | +24.0% |
| 3Y | +70.5% | -78.9% | +149.3% | +76.5% |
| 5Y | +73.5% | -88.0% | +161.5% | +83.9% |
| 10Y | +198.3% | +97.5% | +100.9% | +132.2% |
| All | +221.7% | +70.6% | +151.1% | +148.3% |
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