+72.7%
IVV vs SONY
+11.8%
+60.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +0.1% | +6.1% | -6.0% | -1.8% |
| 30D | -3.3% | +12.2% | -15.5% | -6.9% |
| 3M | -2.4% | +15.3% | -17.7% | -7.0% |
| 6M | +2.6% | +34.3% | -31.7% | -7.5% |
| YTD | +11.3% | +5.7% | +5.6% | +8.4% |
| 1Y | +13.4% | -2.3% | +15.8% | +13.4% |
| 3Y | +80.3% | +67.1% | +13.2% | +43.8% |
| 5Y | +72.7% | +13.0% | +59.7% | +54.6% |
| All | +72.7% | +11.8% | +60.9% | +54.6% |
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