+100.2%
SEDG vs IAG
+427.6%
-327.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.5% | -5.8% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | +8.3% | +12.1% | -3.8% | +6.0% |
| 3M | -40.7% | +25.5% | -66.2% | -43.4% |
| 6M | -3.9% | -7.1% | +3.2% | -4.5% |
| YTD | +20.2% | +22.9% | -2.7% | +13.2% |
| 1Y | +17.6% | +83.3% | -65.7% | +3.8% |
| 3Y | -76.6% | +808.5% | -885.1% | -84.7% |
| 5Y | -87.1% | +838.0% | -925.0% | -92.1% |
| All | +100.2% | +427.6% | -327.4% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling