-92.9%
IOVA vs SONY
+371.5%
-464.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.9% |
| 7D | -3.5% | +0.3% | -3.7% | -3.6% |
| 30D | -45.4% | +11.1% | -56.5% | -48.9% |
| 3M | +19.0% | +14.7% | +4.4% | +9.1% |
| 6M | +112.0% | +18.8% | +93.2% | +88.8% |
| YTD | +184.2% | +5.7% | +178.5% | +168.2% |
| 1Y | +222.0% | -8.1% | +230.0% | +227.5% |
| 3Y | +92.6% | +64.0% | +28.6% | +39.7% |
| 5Y | -63.2% | +12.6% | -75.8% | -67.8% |
| 10Y | +2.1% | +373.8% | -371.7% | -56.4% |
| All | -92.9% | +371.5% | -464.4% | -98.1% |
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 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