+541.7%
IBB vs SONY
+105.1%
+436.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.8% |
| 30D | +10.5% | +9.4% | +1.0% | +7.3% |
| 3M | +23.6% | +10.5% | +13.2% | +19.3% |
| 6M | +22.6% | +11.7% | +10.9% | +17.5% |
| YTD | +25.7% | -4.1% | +29.7% | +26.0% |
| 1Y | +51.4% | -11.8% | +63.2% | +55.2% |
| 3Y | +64.4% | +45.9% | +18.5% | +41.0% |
| 5Y | +22.1% | +16.3% | +5.9% | +11.1% |
| 10Y | +132.5% | +297.6% | -165.1% | +41.1% |
| All | +541.7% | +105.1% | +436.6% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling