+65.2%
SEDG vs IBB
+94.0%
-28.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +2.1% |
| 7D | +8.9% | +1.4% | +7.5% | +7.4% |
| 30D | +0.9% | +10.5% | -9.6% | -8.6% |
| 3M | -53.2% | +23.6% | -76.9% | -62.4% |
| 6M | -9.9% | +22.6% | -32.5% | -28.0% |
| YTD | +18.5% | +25.7% | -7.1% | -7.8% |
| 1Y | +0.1% | +51.4% | -51.3% | -34.9% |
| 3Y | -78.9% | +64.4% | -143.3% | -86.5% |
| 5Y | -88.0% | +22.1% | -110.2% | -90.1% |
| 10Y | +97.5% | +132.5% | -35.0% | +6.9% |
| All | +65.2% | +94.0% | -28.8% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling