+41.3%
ICE vs SONY
+39.5%
+1.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.9% | -4.9% | +4.1% | 0.0% |
| 30D | +4.0% | -1.6% | +5.6% | +4.3% |
| 3M | +11.0% | +10.0% | +1.0% | +9.1% |
| 6M | -5.0% | +8.4% | -13.4% | -6.5% |
| YTD | -2.7% | -8.4% | +5.7% | -1.5% |
| 1Y | -8.6% | -18.4% | +9.7% | -5.7% |
| All | +41.3% | +39.5% | +1.8% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling