+73.2%
IWD vs SONY
+12.1%
+61.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +3.6% | +11.1% | -7.5% | +0.8% |
| 3M | +2.2% | +14.7% | -12.5% | -1.5% |
| 6M | +13.0% | +18.8% | -5.8% | +7.6% |
| YTD | +26.5% | +5.7% | +20.8% | +23.9% |
| 1Y | +30.1% | -8.1% | +38.2% | +32.4% |
| 3Y | +84.9% | +64.0% | +20.9% | +56.0% |
| All | +73.2% | +12.1% | +61.1% | +55.4% |
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 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