+73.3%
IWD vs SONY
+9.8%
+63.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.2% | -4.9% | +3.7% | +0.1% |
| 30D | -1.6% | -1.6% | -0.1% | -1.3% |
| 3M | +7.0% | +10.0% | -3.0% | +4.1% |
| 6M | +17.0% | +8.4% | +8.5% | +13.9% |
| YTD | +21.6% | -8.4% | +30.1% | +23.7% |
| 1Y | +28.0% | -18.4% | +46.4% | +33.9% |
| 3Y | +70.6% | +41.0% | +29.6% | +49.8% |
| 5Y | +73.3% | +9.3% | +64.1% | +58.1% |
| All | +73.3% | +9.8% | +63.5% | +58.1% |
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