+112.2%
SEDG vs IBB
+125.2%
-13.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.8% |
| 7D | +8.7% | -5.2% | +14.0% | +14.8% |
| 30D | +10.3% | +1.5% | +8.9% | +8.4% |
| 3M | -32.6% | +22.1% | -54.8% | -46.3% |
| 6M | -3.6% | +17.7% | -21.3% | -21.6% |
| YTD | +27.4% | +20.2% | +7.2% | +1.4% |
| 1Y | +24.9% | +44.4% | -19.5% | -18.1% |
| 3Y | -75.3% | +61.1% | -136.4% | -84.6% |
| 5Y | -86.3% | +18.5% | -104.9% | -88.6% |
| All | +112.2% | +125.2% | -13.0% | +25.1% |
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