+40.0%
ICE vs SONY
+8.8%
+31.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -5.3% | -5.8% | +0.4% | -4.0% |
| 30D | +3.0% | -0.4% | +3.4% | +3.1% |
| 3M | +11.4% | +13.3% | -1.9% | +8.2% |
| 6M | -2.0% | +8.5% | -10.5% | -4.3% |
| YTD | -3.1% | -8.1% | +5.0% | -1.7% |
| 1Y | -8.4% | -17.9% | +9.5% | -4.7% |
| 3Y | +40.7% | +41.4% | -0.7% | +24.1% |
| 5Y | +40.0% | +9.3% | +30.7% | +28.3% |
| All | +40.0% | +8.8% | +31.2% | +28.3% |
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 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