+758.4%
IVV vs SONY
+61.0%
+697.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +0.1% | +6.1% | -6.0% | -1.9% |
| 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% | -7.3% |
| YTD | +11.3% | +5.7% | +5.6% | +7.9% |
| 1Y | +13.4% | -2.3% | +15.8% | +12.6% |
| 3Y | +80.3% | +67.1% | +13.2% | +48.1% |
| 5Y | +72.7% | +13.0% | +59.7% | +58.3% |
| 10Y | +309.6% | +372.1% | -62.4% | +135.4% |
| All | +758.4% | +61.0% | +697.4% | +405.3% |
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