+40.5%
IBB vs SONY
+12.1%
+28.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.9% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +4.6% | +11.1% | -6.6% | +0.9% |
| 3M | +6.8% | +14.7% | -7.8% | +1.9% |
| 6M | +23.1% | +18.8% | +4.3% | +15.5% |
| YTD | +26.0% | +5.7% | +20.3% | +22.5% |
| 1Y | +30.4% | -8.1% | +38.4% | +33.0% |
| 3Y | +85.4% | +64.0% | +21.4% | +47.8% |
| All | +40.5% | +12.1% | +28.4% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling