-63.8%
IOVA vs SONY
+11.5%
-75.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -6.0% |
| 7D | -1.4% | -3.2% | +1.8% | +0.2% |
| 30D | -47.4% | +9.6% | -57.0% | -50.6% |
| 3M | +13.2% | +13.3% | 0.0% | +3.8% |
| 6M | +114.3% | +20.3% | +94.0% | +87.7% |
| YTD | +179.5% | +4.1% | +175.3% | +165.6% |
| 1Y | +200.4% | -11.9% | +212.3% | +217.2% |
| 3Y | +92.2% | +56.6% | +35.6% | +35.8% |
| 5Y | -63.8% | +10.9% | -74.7% | -65.1% |
| All | -63.8% | +11.5% | -75.3% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling