+413.4%
IWF vs SONY
+293.1%
+120.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | -0.9% | -2.7% | +1.8% | +0.1% |
| 30D | -1.7% | +1.5% | -3.3% | -2.5% |
| 3M | +0.7% | +13.0% | -12.3% | -4.9% |
| 6M | +8.6% | +11.2% | -2.7% | +2.8% |
| YTD | +3.5% | -6.6% | +10.2% | +5.0% |
| 1Y | +7.0% | -18.1% | +25.2% | +14.3% |
| 3Y | +76.3% | +42.1% | +34.3% | +44.4% |
| 5Y | +74.8% | +11.0% | +63.7% | +56.5% |
| All | +413.4% | +293.1% | +120.4% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling