-4.2%
IP vs SONY
-9.2%
+5.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | 0.0% | +5.2% | -5.2% | -1.2% |
| 30D | +9.4% | +10.7% | -1.4% | +6.7% |
| 3M | -14.1% | +12.1% | -26.2% | -16.5% |
| 6M | +9.2% | +32.6% | -23.4% | -0.2% |
| YTD | -7.5% | +4.3% | -11.9% | -6.7% |
| All | -4.2% | -9.2% | +5.0% | +0.1% |
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 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