+30.4%
IBB vs SONY
-9.8%
+40.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.5% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.6% | +11.1% | -6.6% | +3.3% |
| 3M | +6.8% | +14.7% | -7.8% | +5.0% |
| 6M | +23.1% | +18.8% | +4.3% | +20.5% |
| YTD | +26.0% | +5.7% | +20.3% | +19.5% |
| 1Y | +30.4% | -8.1% | +38.4% | +27.3% |
| All | +30.4% | -9.8% | +40.1% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling