+6.5%
IYR vs SEDG
-87.2%
+93.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.1% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -2.7% | +8.3% | -11.0% | -3.3% |
| 3M | -2.1% | -40.7% | +38.5% | +0.3% |
| 6M | +3.6% | -3.9% | +7.5% | +0.9% |
| YTD | +8.1% | +20.2% | -12.1% | +2.8% |
| 1Y | +4.7% | +17.6% | -12.9% | -1.4% |
| 3Y | +29.1% | -76.6% | +105.7% | +39.6% |
| All | +6.5% | -87.2% | +93.7% | +20.8% |
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 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