+32.8%
IVZ vs SONY
+11.4%
+21.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | +4.0% | +9.4% | -5.4% | +3.2% |
| 3M | +18.2% | +10.5% | +7.7% | +17.8% |
| 6M | +32.8% | +11.7% | +21.1% | +30.4% |
| All | +32.8% | +11.4% | +21.4% | +30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling