+10.3%
SONY vs ITOT
+74.3%
-64.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | -2.7% | -0.9% | -1.8% | -1.9% |
| 30D | +1.5% | -1.5% | +3.0% | +2.9% |
| 3M | +13.0% | +3.6% | +9.4% | +9.1% |
| 6M | +11.2% | +13.7% | -2.5% | -1.5% |
| YTD | -6.6% | +12.9% | -19.6% | -16.9% |
| 1Y | -18.1% | +17.2% | -35.3% | -29.5% |
| 3Y | +42.1% | +75.6% | -33.6% | -16.3% |
| All | +10.3% | +74.3% | -64.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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