+9.3%
SONY vs IAG
+796.9%
-787.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -5.8% | -4.1% | -1.7% | -5.4% |
| 30D | -0.4% | +10.6% | -11.0% | -1.4% |
| 3M | +13.3% | +35.4% | -22.1% | +9.7% |
| 6M | +8.5% | -9.5% | +18.0% | +8.6% |
| YTD | -8.1% | +21.8% | -30.0% | -10.7% |
| 1Y | -17.9% | +84.1% | -102.0% | -23.4% |
| 3Y | +41.4% | +817.4% | -775.9% | +12.6% |
| 5Y | +9.3% | +830.1% | -820.8% | -15.3% |
| All | +9.3% | +796.9% | -787.6% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling