+65.2%
SEDG vs IOVA
-20.1%
+85.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +1.0% |
| 7D | +8.9% | +9.7% | -0.9% | +7.1% |
| 30D | +0.9% | +102.5% | -101.6% | -13.4% |
| 3M | -53.2% | +100.7% | -153.9% | -60.2% |
| 6M | -9.9% | +106.3% | -116.2% | -25.6% |
| YTD | +18.5% | +222.0% | -203.4% | -11.9% |
| 1Y | +0.1% | +299.5% | -299.4% | -29.8% |
| 3Y | -78.9% | +42.9% | -121.8% | -84.6% |
| 5Y | -88.0% | -65.0% | -23.1% | -89.7% |
| 10Y | +97.5% | +10.3% | +87.2% | +22.0% |
| All | +65.2% | -20.1% | +85.3% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling