+747.8%
IWD vs SONY
+79.2%
+668.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +2.2% | +14.7% | -12.5% | -2.1% |
| 6M | +13.0% | +18.8% | -5.8% | +6.6% |
| YTD | +26.5% | +5.7% | +20.8% | +23.1% |
| 1Y | +30.1% | -8.1% | +38.2% | +31.8% |
| 3Y | +84.9% | +64.0% | +20.9% | +54.3% |
| 5Y | +73.4% | +12.6% | +60.7% | +59.1% |
| 10Y | +204.0% | +373.8% | -169.8% | +76.6% |
| All | +747.8% | +79.2% | +668.6% | +358.9% |
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