+147.3%
IBM vs SONY
+373.2%
-225.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +9.2% | +11.1% | -1.9% | +5.8% |
| 3M | +4.9% | +14.7% | -9.7% | +0.7% |
| 6M | +16.8% | +18.8% | -2.0% | +10.7% |
| YTD | -14.3% | +5.7% | -20.0% | -16.4% |
| 1Y | -16.7% | -8.1% | -8.7% | -15.5% |
| 3Y | +82.2% | +64.0% | +18.2% | +53.8% |
| 5Y | +149.9% | +12.6% | +137.3% | +132.2% |
| All | +147.3% | +373.2% | -225.9% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling