+76.0%
SEDG vs IAG
+839.7%
-763.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +6.8% |
| 7D | +12.1% | +4.3% | +7.9% | +11.5% |
| 30D | +14.7% | +9.8% | +4.9% | +13.1% |
| 3M | -43.0% | +28.9% | -71.9% | -45.3% |
| 6M | +9.0% | -7.6% | +16.6% | +8.6% |
| YTD | +26.3% | +22.0% | +4.3% | +20.6% |
| 1Y | +8.9% | +99.5% | -90.6% | -2.3% |
| 3Y | -75.5% | +818.3% | -893.8% | -82.4% |
| 5Y | -86.7% | +785.9% | -872.6% | -90.8% |
| 10Y | +110.6% | +381.1% | -270.5% | +48.1% |
| All | +76.0% | +839.7% | -763.7% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling