+755.3%
IVV vs SONY
+58.9%
+696.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -0.6% | +5.2% | -5.8% | -2.3% |
| 30D | -3.7% | +10.7% | -14.4% | -6.9% |
| 3M | -2.7% | +12.1% | -14.9% | -6.5% |
| 6M | +2.2% | +32.6% | -30.3% | -7.3% |
| YTD | +10.9% | +4.3% | +6.6% | +8.0% |
| 1Y | +11.3% | -4.5% | +15.8% | +11.3% |
| 3Y | +76.9% | +56.9% | +20.0% | +48.3% |
| 5Y | +73.5% | +12.5% | +61.0% | +59.2% |
| 10Y | +307.4% | +371.7% | -64.4% | +134.2% |
| All | +755.3% | +58.9% | +696.4% | +405.5% |
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