+165.3%
IWM vs SEDG
+118.8%
+46.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.6% |
| 7D | -2.5% | +8.7% | -11.3% | -3.7% |
| 30D | -4.4% | +10.3% | -14.7% | -5.9% |
| 3M | +2.2% | -32.6% | +34.9% | +5.8% |
| 6M | +14.0% | -3.6% | +17.6% | +9.8% |
| YTD | +17.4% | +27.4% | -10.0% | +7.7% |
| 1Y | +22.9% | +24.9% | -2.0% | +11.3% |
| 3Y | +62.1% | -75.3% | +137.4% | +69.6% |
| 5Y | +38.2% | -86.3% | +124.5% | +52.2% |
| All | +165.3% | +118.8% | +46.5% | +97.8% |
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