+152.5%
IVZ vs SONY
+63.5%
+89.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +1.8% |
| 7D | +7.6% | +0.3% | +7.3% | +7.5% |
| 30D | +4.3% | +11.1% | -6.8% | +0.2% |
| 3M | -9.3% | +14.7% | -24.0% | -14.1% |
| 6M | +5.2% | +18.8% | -13.5% | -2.0% |
| YTD | +13.4% | +5.7% | +7.7% | +10.5% |
| 1Y | +25.4% | -8.1% | +33.4% | +29.6% |
| 3Y | +152.5% | +64.0% | +88.5% | +114.2% |
| All | +152.5% | +63.5% | +89.0% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling