+286.6%
SONY vs IAG
+427.6%
-141.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | +1.5% | +12.1% | -10.6% | +0.5% |
| 3M | +13.0% | +25.5% | -12.5% | +10.6% |
| 6M | +11.2% | -7.1% | +18.3% | +11.1% |
| YTD | -6.6% | +22.9% | -29.5% | -9.0% |
| 1Y | -18.1% | +83.3% | -101.5% | -22.8% |
| 3Y | +42.1% | +808.5% | -766.4% | +17.0% |
| 5Y | +11.0% | +838.0% | -826.9% | -11.2% |
| All | +286.6% | +427.6% | -141.0% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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