-9.5%
IEF vs SONY
+9.6%
-19.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -1.3% | -2.7% | +1.3% | -1.3% |
| 30D | -1.7% | +1.5% | -3.3% | -1.8% |
| 3M | -2.5% | +13.0% | -15.5% | -2.9% |
| 6M | -3.3% | +11.2% | -14.5% | -3.7% |
| YTD | -2.8% | -6.6% | +3.8% | -2.7% |
| 1Y | -2.7% | -18.1% | +15.4% | -2.3% |
| 3Y | +8.9% | +42.1% | -33.2% | +6.9% |
| All | -9.5% | +9.6% | -19.2% | -11.8% |
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