+953.6%
IGV vs SONY
+144.2%
+809.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.2% |
| 7D | -3.3% | -5.2% | +1.8% | -1.3% |
| 30D | 0.0% | +0.3% | -0.3% | -0.2% |
| 3M | +7.3% | +6.2% | +1.1% | +4.5% |
| 6M | +16.7% | +9.5% | +7.2% | +11.8% |
| YTD | -2.8% | -8.1% | +5.2% | -0.7% |
| 1Y | -6.7% | -17.9% | +11.3% | -0.8% |
| 3Y | +41.1% | +41.5% | -0.4% | +18.8% |
| 5Y | +22.0% | +11.8% | +10.2% | +11.7% |
| 10Y | +357.9% | +275.4% | +82.5% | +162.8% |
| All | +953.6% | +144.2% | +809.4% | +414.5% |
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