+73.5%
SEDG vs IBB
+126.8%
-53.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | -13.3% | -0.5% | -12.8% | -12.6% |
| 30D | -21.9% | +4.6% | -26.4% | -25.5% |
| 3M | -25.9% | +6.8% | -32.7% | -31.4% |
| 6M | -44.2% | +23.1% | -67.3% | -56.8% |
| YTD | -17.3% | +26.0% | -43.4% | -38.4% |
| 1Y | -34.5% | +30.4% | -64.9% | -52.9% |
| 3Y | -66.7% | +85.4% | -152.1% | -82.6% |
| 5Y | -93.4% | +39.7% | -133.2% | -95.4% |
| All | +73.5% | +126.8% | -53.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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