+111.6%
INDA vs SONY
+593.6%
-482.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.6% |
| 7D | -1.0% | -5.2% | +4.2% | +0.3% |
| 30D | -2.5% | +0.3% | -2.8% | -2.7% |
| 3M | +4.0% | +6.2% | -2.2% | +2.1% |
| 6M | -1.8% | +9.5% | -11.3% | -4.6% |
| YTD | -9.2% | -8.1% | -1.1% | -8.0% |
| 1Y | -7.2% | -17.9% | +10.7% | -3.5% |
| 3Y | +9.8% | +41.5% | -31.7% | -3.2% |
| 5Y | +7.5% | +11.8% | -4.3% | -0.7% |
| 10Y | +80.8% | +275.4% | -194.6% | +20.6% |
| All | +111.6% | +593.6% | -482.0% | +26.0% |
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