+10.6%
IOT vs SONY
-6.4%
+16.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.2% |
| 7D | -0.5% | +2.9% | -3.4% | -1.6% |
| 30D | +1.0% | +10.2% | -9.2% | -3.0% |
| 3M | +10.9% | +16.1% | -5.2% | +4.1% |
| 6M | +39.9% | +32.1% | +7.8% | +25.5% |
| YTD | +20.8% | +1.4% | +19.4% | +11.2% |
| 1Y | +10.6% | -7.0% | +17.6% | +3.4% |
| All | +10.6% | -6.4% | +16.9% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling