+143.5%
IWM vs SONY
+373.2%
-229.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.9% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | +2.3% | +11.1% | -8.9% | -2.2% |
| 3M | -8.3% | +14.7% | -23.0% | -13.6% |
| 6M | -1.3% | +18.8% | -20.1% | -8.9% |
| YTD | +13.5% | +5.7% | +7.8% | +9.3% |
| 1Y | +18.4% | -8.1% | +26.5% | +20.7% |
| 3Y | +69.6% | +64.0% | +5.6% | +31.8% |
| 5Y | +23.3% | +12.6% | +10.6% | +10.0% |
| All | +143.5% | +373.2% | -229.6% | +31.7% |
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