+27.4%
IVZ vs SONY
+10.8%
+16.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.0% |
| 7D | -2.4% | +6.7% | -9.2% | -5.9% |
| 30D | -11.2% | +14.8% | -26.0% | -17.6% |
| 3M | -14.0% | +16.9% | -30.9% | -21.2% |
| 6M | +0.5% | +30.2% | -29.8% | -14.4% |
| YTD | +5.4% | +5.5% | 0.0% | +0.9% |
| 1Y | +19.5% | -4.6% | +24.0% | +20.8% |
| 3Y | +128.7% | +57.2% | +71.5% | +64.9% |
| All | +27.4% | +10.8% | +16.6% | +4.2% |
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 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