-75.5%
SEDG vs IBB
+64.8%
-140.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +9.5% |
| 7D | +12.1% | -1.7% | +13.8% | +14.4% |
| 30D | +14.7% | +4.9% | +9.8% | +7.0% |
| 3M | -43.0% | +24.2% | -67.3% | -59.2% |
| 6M | +9.0% | +23.8% | -14.8% | -24.1% |
| YTD | +26.3% | +23.0% | +3.3% | -11.6% |
| 1Y | +8.9% | +46.2% | -37.2% | -43.1% |
| 3Y | -75.5% | +64.8% | -140.3% | -89.0% |
| All | -75.5% | +64.8% | -140.3% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling