+721.2%
IWF vs SONY
+55.2%
+666.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.5% | -4.9% | +5.4% | +2.2% |
| 30D | -1.4% | -1.6% | +0.2% | -1.0% |
| 3M | +0.4% | +10.0% | -9.5% | -3.3% |
| 6M | +8.5% | +8.4% | 0.0% | +4.6% |
| YTD | +3.7% | -8.4% | +12.1% | +5.5% |
| 1Y | +8.5% | -18.4% | +26.8% | +14.4% |
| 3Y | +78.5% | +41.0% | +37.6% | +53.7% |
| 5Y | +73.6% | +9.3% | +64.4% | +61.3% |
| 10Y | +421.3% | +281.7% | +139.6% | +217.0% |
| All | +721.2% | +55.2% | +666.0% | +444.4% |
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 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