+808.3%
IWM vs SONY
+62.6%
+745.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | -1.3% | +9.4% | -10.7% | -4.5% |
| 3M | +1.6% | +10.5% | -8.9% | -2.6% |
| 6M | +13.6% | +11.7% | +1.9% | +8.1% |
| YTD | +20.8% | -4.1% | +24.8% | +21.1% |
| 1Y | +26.4% | -11.8% | +38.2% | +30.2% |
| 3Y | +60.7% | +45.9% | +14.8% | +35.1% |
| 5Y | +38.2% | +16.3% | +21.9% | +24.6% |
| 10Y | +169.5% | +297.6% | -128.1% | +52.6% |
| All | +808.3% | +62.6% | +745.7% | +416.0% |
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