-5.7%
SEDG vs IFF
+44.8%
-50.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.8% | -9.1% |
| 7D | +1.8% | -3.3% | +5.1% | +1.5% |
| 30D | -12.7% | +5.3% | -18.0% | -12.0% |
| 3M | -38.4% | +8.9% | -47.3% | -37.1% |
| 6M | -27.7% | +26.3% | -54.0% | -27.5% |
| YTD | +4.1% | +32.2% | -28.1% | -5.5% |
| 1Y | -5.7% | +45.8% | -51.4% | -25.9% |
| All | -5.7% | +44.8% | -50.5% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling