+60.9%
IVZ vs SONY
+271.8%
-210.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | 0.0% |
| 7D | +1.1% | -5.2% | +6.3% | +3.9% |
| 30D | +3.1% | +0.3% | +2.8% | +2.8% |
| 3M | +18.2% | +6.2% | +11.9% | +13.1% |
| 6M | +38.6% | +9.5% | +29.1% | +29.7% |
| YTD | +25.9% | -8.1% | +34.0% | +29.6% |
| 1Y | +51.7% | -17.9% | +69.6% | +65.5% |
| 3Y | +138.7% | +41.5% | +97.2% | +85.3% |
| 5Y | +62.8% | +11.8% | +50.9% | +41.8% |
| 10Y | +60.9% | +275.4% | -214.5% | -9.0% |
| All | +60.9% | +271.8% | -210.9% | -9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling