+112.2%
SEDG vs IOVA
+3.8%
+108.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.8% | +5.0% |
| 7D | +8.7% | -6.4% | +15.2% | +10.0% |
| 30D | +10.3% | +25.4% | -15.1% | +5.4% |
| 3M | -32.6% | +115.3% | -148.0% | -43.3% |
| 6M | -3.6% | +56.5% | -60.1% | -15.4% |
| YTD | +27.4% | +198.2% | -170.8% | -3.5% |
| 1Y | +24.9% | +242.0% | -217.1% | -9.2% |
| 3Y | -75.3% | +36.8% | -112.1% | -81.7% |
| 5Y | -86.3% | -64.3% | -22.1% | -88.3% |
| All | +112.2% | +3.8% | +108.4% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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