+26.8%
IP vs SONY
+376.6%
-349.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -3.0% | +6.1% | -9.1% | -4.9% |
| 30D | +10.6% | +12.2% | -1.6% | +6.5% |
| 3M | -13.6% | +15.3% | -28.9% | -17.6% |
| 6M | +10.4% | +34.3% | -23.9% | -0.3% |
| YTD | -6.5% | +5.7% | -12.2% | -9.0% |
| 1Y | -2.1% | -2.3% | +0.2% | -2.5% |
| 3Y | +22.0% | +67.1% | -45.1% | -0.9% |
| 5Y | -9.7% | +13.0% | -22.7% | -17.5% |
| 10Y | +26.8% | +372.1% | -345.3% | -19.9% |
| All | +26.8% | +376.6% | -349.8% | -19.9% |
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