+168.1%
IJR vs SONY
+293.1%
-125.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -2.2% | -2.7% | +0.5% | -1.2% |
| 30D | -4.6% | +1.5% | -6.1% | -5.3% |
| 3M | +0.2% | +13.0% | -12.8% | -4.8% |
| 6M | +14.7% | +11.2% | +3.5% | +9.0% |
| YTD | +18.9% | -6.6% | +25.5% | +20.5% |
| 1Y | +19.9% | -18.1% | +38.1% | +27.6% |
| 3Y | +53.0% | +42.1% | +11.0% | +27.6% |
| 5Y | +40.9% | +11.0% | +29.8% | +26.9% |
| All | +168.1% | +293.1% | -125.0% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling