-64.9%
IOVA vs SONY
+9.8%
-74.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -2.2% | -4.9% | +2.7% | +0.6% |
| 30D | +31.7% | -1.6% | +33.3% | +32.5% |
| 3M | +117.3% | +10.0% | +107.3% | +103.4% |
| 6M | +55.8% | +8.4% | +47.4% | +46.9% |
| YTD | +208.8% | -8.4% | +217.2% | +219.5% |
| 1Y | +255.7% | -18.4% | +274.1% | +294.0% |
| 3Y | +41.7% | +41.0% | +0.7% | +8.1% |
| 5Y | -64.9% | +9.3% | -74.2% | -66.4% |
| All | -64.9% | +9.8% | -74.7% | -66.4% |
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 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