+38.2%
IWM vs SEDG
-87.1%
+125.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -1.0% |
| 7D | -1.1% | +3.6% | -4.8% | -1.6% |
| 30D | -3.1% | +9.3% | -12.4% | -4.3% |
| 3M | +2.2% | -39.1% | +41.3% | +6.6% |
| 6M | +15.1% | +1.8% | +13.3% | +10.5% |
| YTD | +18.6% | +22.0% | -3.5% | +10.4% |
| 1Y | +24.0% | +17.2% | +6.8% | +14.5% |
| 3Y | +63.7% | -76.3% | +140.1% | +83.0% |
| 5Y | +38.2% | -87.2% | +125.4% | +62.3% |
| All | +38.2% | -87.1% | +125.3% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling