+318.7%
SONY vs IAG
+368.9%
-50.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -4.0% |
| 7D | -5.2% | +4.3% | -9.4% | -5.5% |
| 30D | +0.3% | +9.8% | -9.5% | -0.7% |
| 3M | +6.2% | +28.9% | -22.7% | +3.3% |
| 6M | +9.5% | -7.6% | +17.1% | +9.4% |
| YTD | -8.1% | +22.0% | -30.0% | -10.8% |
| 1Y | -17.9% | +99.5% | -117.4% | -24.1% |
| 3Y | +41.5% | +818.3% | -776.8% | +11.5% |
| 5Y | +11.8% | +785.9% | -774.1% | -14.4% |
| 10Y | +275.4% | +381.1% | -105.7% | +183.0% |
| All | +318.7% | +368.9% | -50.2% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling