+1,104.4%
IVZ vs SONY
+462.7%
+641.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | +0.6% | -1.2% | +1.8% | +1.2% |
| 30D | +4.0% | +9.4% | -5.4% | -0.8% |
| 3M | +18.2% | +10.5% | +7.7% | +11.2% |
| 6M | +32.8% | +11.7% | +21.1% | +23.7% |
| YTD | +28.7% | -4.1% | +32.8% | +29.2% |
| 1Y | +55.4% | -11.8% | +67.2% | +62.0% |
| 3Y | +135.2% | +45.9% | +89.3% | +85.4% |
| 5Y | +64.2% | +16.3% | +47.9% | +44.2% |
| 10Y | +64.6% | +297.6% | -233.0% | -24.1% |
| All | +1,104.4% | +462.7% | +641.7% | +336.5% |
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