-13.3%
IBM vs SONY
-6.4%
-6.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | +0.4% | +2.9% | -2.5% | -0.4% |
| 30D | +14.8% | +10.2% | +4.5% | +11.7% |
| 3M | +8.9% | +16.1% | -7.2% | +4.3% |
| 6M | +12.4% | +32.1% | -19.7% | +3.2% |
| YTD | -12.4% | +1.4% | -13.8% | -11.0% |
| 1Y | -13.3% | -7.0% | -6.2% | -8.4% |
| All | -13.3% | -6.4% | -6.9% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling