+63.3%
IWM vs SEDG
-76.7%
+140.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -1.1% |
| 7D | -1.1% | +3.6% | -4.8% | -1.5% |
| 30D | -3.1% | +9.3% | -12.4% | -4.0% |
| 3M | +2.2% | -39.1% | +41.3% | +5.5% |
| 6M | +15.1% | +1.8% | +13.3% | +11.7% |
| YTD | +18.6% | +22.0% | -3.5% | +12.5% |
| 1Y | +24.0% | +17.2% | +6.8% | +17.0% |
| All | +63.3% | -76.7% | +140.1% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling