+134.5%
IBM vs SONY
+286.8%
-152.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -0.3% | -5.8% | +5.5% | +1.3% |
| 30D | -1.8% | -0.4% | -1.5% | -1.9% |
| 3M | -13.5% | +13.3% | -26.8% | -16.7% |
| 6M | -5.1% | +8.5% | -13.6% | -7.8% |
| YTD | -19.4% | -8.1% | -11.3% | -18.0% |
| 1Y | -6.5% | -17.9% | +11.4% | -2.0% |
| 3Y | +73.8% | +41.4% | +32.4% | +53.1% |
| 5Y | +116.3% | +9.3% | +107.0% | +101.5% |
| All | +134.5% | +286.8% | -152.3% | +51.6% |
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