+699.9%
IYR vs SONY
+55.8%
+644.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +1.1% |
| 7D | -0.4% | -5.2% | +4.8% | +1.1% |
| 30D | -2.5% | +0.3% | -2.8% | -2.7% |
| 3M | +1.5% | +6.2% | -4.8% | -0.8% |
| 6M | +3.9% | +9.5% | -5.7% | +0.3% |
| YTD | +9.5% | -8.1% | +17.6% | +11.2% |
| 1Y | +7.5% | -17.9% | +25.4% | +12.4% |
| 3Y | +30.8% | +41.5% | -10.7% | +13.8% |
| 5Y | +4.8% | +11.8% | -7.0% | -3.7% |
| 10Y | +64.3% | +275.4% | -211.1% | +1.1% |
| All | +699.9% | +55.8% | +644.1% | +314.8% |
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 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