+65.2%
SEDG vs IONS
-2.9%
+68.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +8.9% | -4.8% | +13.7% | +10.2% |
| 30D | +0.9% | +7.2% | -6.3% | -1.0% |
| 3M | -53.2% | -22.7% | -30.6% | -51.1% |
| 6M | -9.9% | -26.9% | +17.0% | -4.6% |
| YTD | +18.5% | -26.6% | +45.1% | +25.4% |
| 1Y | +0.1% | -2.1% | +2.2% | -2.0% |
| 3Y | -78.9% | +43.4% | -122.3% | -82.0% |
| 5Y | -88.0% | +47.0% | -135.0% | -90.1% |
| 10Y | +97.5% | +97.2% | +0.3% | +53.7% |
| All | +65.2% | -2.9% | +68.1% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling