-1.5%
IOVA vs SONY
+286.8%
-288.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.8% | -3.6% |
| 7D | -6.4% | -5.8% | -0.7% | -3.1% |
| 30D | +25.4% | -0.4% | +25.8% | +25.3% |
| 3M | +115.3% | +13.3% | +102.0% | +97.2% |
| 6M | +56.5% | +8.5% | +48.1% | +47.1% |
| YTD | +198.2% | -8.1% | +206.3% | +207.8% |
| 1Y | +242.0% | -17.9% | +259.9% | +277.7% |
| 3Y | +36.8% | +41.4% | -4.6% | +3.5% |
| 5Y | -64.3% | +9.3% | -73.5% | -68.7% |
| All | -1.5% | +286.8% | -288.3% | -54.7% |
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