+38.2%
IWM vs SONY
+9.8%
+28.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -1.1% | -4.9% | +3.8% | +0.7% |
| 30D | -3.1% | -1.6% | -1.5% | -2.7% |
| 3M | +2.2% | +10.0% | -7.8% | -2.1% |
| 6M | +15.1% | +8.4% | +6.7% | +10.3% |
| YTD | +18.6% | -8.4% | +27.0% | +21.5% |
| 1Y | +24.0% | -18.4% | +42.3% | +32.7% |
| 3Y | +63.7% | +41.0% | +22.8% | +34.2% |
| 5Y | +38.2% | +9.3% | +28.9% | +24.8% |
| All | +38.2% | +9.8% | +28.4% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling