+55.4%
IOT vs SONY
-0.1%
+55.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.4% |
| 7D | -4.5% | -2.7% | -1.8% | -2.7% |
| 30D | -2.4% | +1.5% | -4.0% | -3.9% |
| 3M | +19.0% | +13.0% | +6.0% | +8.2% |
| 6M | +19.6% | +11.2% | +8.4% | +8.5% |
| YTD | +8.3% | -6.6% | +14.9% | +12.3% |
| 1Y | -0.8% | -18.1% | +17.3% | +13.5% |
| 3Y | +24.4% | +42.1% | -17.7% | -20.1% |
| All | +55.4% | -0.1% | +55.5% | +80.7% |
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 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