+450.7%
IWF vs SEDG
+75.6%
+375.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.1% |
| 7D | +0.5% | +3.6% | -3.1% | +0.1% |
| 30D | -1.4% | +9.3% | -10.7% | -2.5% |
| 3M | +0.4% | -39.1% | +39.5% | +4.3% |
| 6M | +8.5% | +1.8% | +6.7% | +4.9% |
| YTD | +3.7% | +22.0% | -18.4% | -2.4% |
| 1Y | +8.5% | +17.2% | -8.7% | +1.2% |
| 3Y | +78.5% | -76.3% | +154.9% | +84.9% |
| 5Y | +73.6% | -87.2% | +160.9% | +88.6% |
| 10Y | +421.3% | +108.6% | +312.7% | +309.2% |
| All | +450.7% | +75.6% | +375.0% | +330.2% |
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 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