+952.9%
IVZ vs SONY
+520.0%
+432.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.5% | +6.6% |
| 7D | +4.1% | +6.1% | -2.0% | +0.7% |
| 30D | -2.0% | +12.2% | -14.2% | -8.0% |
| 3M | -7.8% | +15.3% | -23.2% | -14.9% |
| 6M | +6.3% | +34.3% | -28.0% | -10.3% |
| YTD | +12.6% | +5.7% | +6.8% | +6.9% |
| 1Y | +27.6% | -2.3% | +30.0% | +25.9% |
| 3Y | +154.0% | +67.1% | +86.9% | +86.0% |
| 5Y | +37.3% | +13.0% | +24.3% | +21.7% |
| 10Y | +50.5% | +372.1% | -321.5% | -36.5% |
| All | +952.9% | +520.0% | +432.9% | +261.2% |
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 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