+212.3%
IEFA vs SONY
+946.1%
-733.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.5% | -4.9% | +4.4% | +1.0% |
| 30D | -1.1% | -1.6% | +0.5% | -0.7% |
| 3M | +5.1% | +10.0% | -4.9% | +1.7% |
| 6M | +9.3% | +8.4% | +0.9% | +6.0% |
| YTD | +13.0% | -8.4% | +21.4% | +15.0% |
| 1Y | +19.2% | -18.4% | +37.5% | +25.1% |
| 3Y | +67.0% | +41.0% | +26.0% | +46.6% |
| 5Y | +51.1% | +9.3% | +41.8% | +40.6% |
| 10Y | +146.5% | +281.7% | -135.2% | +63.7% |
| All | +212.3% | +946.1% | -733.8% | +77.1% |
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