-0.8%
IP vs SONY
-4.4%
+3.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | -5.1% | +6.7% | -11.8% | -6.4% |
| 30D | +8.5% | +14.8% | -6.3% | +5.2% |
| 3M | -13.8% | +16.9% | -30.7% | -16.9% |
| 6M | +5.7% | +30.2% | -24.5% | -1.9% |
| YTD | -9.1% | +5.5% | -14.6% | -9.7% |
| 1Y | -0.8% | -4.6% | +3.7% | +0.5% |
| All | -0.8% | -4.4% | +3.6% | +0.5% |
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