+117.6%
IBB vs SONY
+293.1%
-175.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -4.2% | -2.7% | -1.6% | -3.3% |
| 30D | +1.1% | +1.5% | -0.4% | +0.4% |
| 3M | +19.0% | +13.0% | +6.0% | +13.4% |
| 6M | +18.9% | +11.2% | +7.7% | +13.4% |
| YTD | +20.3% | -6.6% | +27.0% | +22.0% |
| 1Y | +41.5% | -18.1% | +59.6% | +49.8% |
| 3Y | +60.3% | +42.1% | +18.2% | +34.3% |
| 5Y | +18.7% | +11.0% | +7.7% | +7.3% |
| All | +117.6% | +293.1% | -175.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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