+166.4%
IWM vs SONY
+293.1%
-126.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.4% |
| 30D | -4.6% | +1.5% | -6.1% | -5.3% |
| 3M | -0.3% | +13.0% | -13.3% | -5.7% |
| 6M | +14.7% | +11.2% | +3.5% | +8.7% |
| YTD | +17.8% | -6.6% | +24.5% | +19.6% |
| 1Y | +21.2% | -18.1% | +39.3% | +29.4% |
| 3Y | +62.3% | +42.1% | +20.3% | +33.9% |
| 5Y | +38.7% | +11.0% | +27.7% | +24.6% |
| All | +166.4% | +293.1% | -126.7% | +56.8% |
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