+179.8%
IWM vs SEDG
+70.6%
+109.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +0.1% | +8.9% | -8.8% | -1.0% |
| 30D | -1.3% | +0.9% | -2.1% | -1.6% |
| 3M | +1.6% | -53.2% | +54.9% | +9.9% |
| 6M | +13.6% | -9.9% | +23.4% | +10.5% |
| YTD | +20.8% | +18.5% | +2.2% | +12.3% |
| 1Y | +26.4% | +0.1% | +26.3% | +18.4% |
| 3Y | +60.7% | -78.9% | +139.6% | +69.9% |
| 5Y | +38.2% | -88.0% | +126.2% | +52.6% |
| 10Y | +169.5% | +97.5% | +72.0% | +102.0% |
| All | +179.8% | +70.6% | +109.2% | +108.6% |
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