+112.2%
SEDG vs IONS
+92.6%
+19.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.6% |
| 7D | +8.7% | -4.3% | +13.0% | +10.0% |
| 30D | +10.3% | +0.4% | +9.9% | +10.0% |
| 3M | -32.6% | -24.1% | -8.5% | -28.8% |
| 6M | -3.6% | -26.4% | +22.9% | +2.3% |
| YTD | +27.4% | -29.7% | +57.0% | +37.3% |
| 1Y | +24.9% | -13.0% | +38.0% | +26.2% |
| 3Y | -75.3% | +35.0% | -110.4% | -79.3% |
| 5Y | -86.3% | +54.2% | -140.5% | -89.3% |
| All | +112.2% | +92.6% | +19.6% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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