+413.4%
IWF vs SEDG
+106.4%
+307.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -1.7% | +8.3% | -10.0% | -2.8% |
| 3M | +0.7% | -40.7% | +41.3% | +5.0% |
| 6M | +8.6% | -3.9% | +12.5% | +5.5% |
| YTD | +3.5% | +20.2% | -16.7% | -2.8% |
| 1Y | +7.0% | +17.6% | -10.6% | -0.6% |
| 3Y | +76.3% | -76.6% | +152.9% | +85.2% |
| 5Y | +74.8% | -87.1% | +161.8% | +92.6% |
| All | +413.4% | +106.4% | +307.0% | +302.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling