+770.9%
IWM vs SONY
+75.3%
+695.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -0.3% | +2.1% | -2.4% | -1.3% |
| 30D | +1.9% | +9.2% | -7.3% | -1.6% |
| 3M | -5.7% | +12.2% | -17.9% | -9.9% |
| 6M | -0.3% | +24.4% | -24.7% | -8.9% |
| YTD | +15.8% | +3.5% | +12.3% | +12.6% |
| 1Y | +17.1% | -9.2% | +26.2% | +19.2% |
| 3Y | +73.1% | +55.6% | +17.5% | +41.9% |
| 5Y | +25.9% | +12.0% | +13.9% | +14.7% |
| 10Y | +151.9% | +363.7% | -211.8% | +34.8% |
| All | +770.9% | +75.3% | +695.5% | +379.7% |
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 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