+82.8%
IYR vs SEDG
+81.7%
+1.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.6% |
| 7D | -0.4% | +12.1% | -12.5% | -1.3% |
| 30D | -2.5% | +14.7% | -17.2% | -3.7% |
| 3M | +1.5% | -43.0% | +44.5% | +4.7% |
| 6M | +3.9% | +9.0% | -5.2% | 0.0% |
| YTD | +9.5% | +26.3% | -16.7% | +3.5% |
| 1Y | +7.5% | +8.9% | -1.5% | +1.6% |
| 3Y | +30.8% | -75.5% | +106.3% | +33.1% |
| 5Y | +4.8% | -86.7% | +91.5% | +10.2% |
| 10Y | +64.3% | +110.6% | -46.2% | +31.3% |
| All | +82.8% | +81.7% | +1.1% | +45.3% |
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 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