-37.3%
SEDG vs IRE
-97.8%
+60.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -13.5% | +4.6% | -6.8% |
| 7D | -7.3% | +11.1% | -18.4% | -9.6% |
| 30D | -25.3% | -75.2% | +49.8% | -12.2% |
| 3M | -24.1% | -86.4% | +62.2% | -4.7% |
| 6M | -39.9% | -94.8% | +54.9% | -18.1% |
| YTD | -15.8% | -93.3% | +77.5% | -5.0% |
| 1Y | -42.9% | -97.5% | +54.6% | -21.6% |
| All | -37.3% | -97.8% | +60.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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