+24.9%
SEDG vs IBB
+98.9%
-73.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -5.4% |
| 7D | -21.4% | +0.8% | -22.1% | -21.8% |
| 30D | -19.7% | +5.2% | -24.9% | -23.8% |
| 3M | -19.7% | +8.6% | -28.3% | -26.3% |
| 6M | -37.4% | +27.8% | -65.2% | -51.9% |
| YTD | -10.4% | +28.8% | -39.2% | -32.2% |
| 1Y | -43.0% | +36.4% | -79.4% | -59.2% |
| 3Y | -63.6% | +89.3% | -153.0% | -79.7% |
| 5Y | -92.5% | +43.3% | -135.7% | -94.5% |
| 10Y | +86.0% | +130.6% | -44.6% | +0.3% |
| All | +24.9% | +98.9% | -73.9% | -25.5% |
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