+143.5%
IWM vs SEDG
+80.7%
+62.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +1.4% | -13.3% | +14.7% | +3.3% |
| 30D | +2.3% | -21.9% | +24.1% | +5.3% |
| 3M | -8.3% | -25.9% | +17.6% | -5.4% |
| 6M | -1.3% | -44.2% | +42.9% | +2.9% |
| YTD | +13.5% | -17.3% | +30.8% | +9.5% |
| 1Y | +18.4% | -34.5% | +52.9% | +17.8% |
| 3Y | +69.6% | -66.7% | +136.3% | +66.2% |
| 5Y | +23.3% | -93.4% | +116.7% | +51.1% |
| All | +143.5% | +80.7% | +62.9% | +84.7% |
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