+2,263.8%
ICE vs SONY
+313.0%
+1,950.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -0.6% |
| 7D | -1.2% | -5.2% | +4.0% | +0.9% |
| 30D | +5.0% | +0.3% | +4.7% | +4.8% |
| 3M | +13.9% | +6.2% | +7.6% | +10.9% |
| 6M | -4.4% | +9.5% | -14.0% | -8.5% |
| YTD | -1.9% | -8.1% | +6.2% | 0.0% |
| 1Y | -8.1% | -17.9% | +9.8% | -2.7% |
| 3Y | +42.5% | +41.5% | +1.0% | +18.0% |
| 5Y | +40.6% | +11.8% | +28.8% | +24.6% |
| 10Y | +217.1% | +275.4% | -58.3% | +56.8% |
| All | +2,263.8% | +313.0% | +1,950.8% | +957.4% |
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