+73.5%
SEDG vs IOVA
+0.8%
+72.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -13.3% | -3.5% | -9.8% | -12.7% |
| 30D | -21.9% | -45.4% | +23.5% | -14.9% |
| 3M | -25.9% | +19.0% | -44.9% | -30.9% |
| 6M | -44.2% | +112.0% | -156.3% | -54.8% |
| YTD | -17.3% | +184.2% | -201.6% | -39.1% |
| 1Y | -34.5% | +222.0% | -256.5% | -53.1% |
| 3Y | -66.7% | +92.6% | -159.3% | -77.5% |
| 5Y | -93.4% | -63.2% | -30.2% | -94.6% |
| All | +73.5% | +0.8% | +72.7% | +18.9% |
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