-1.7%
IP vs SONY
-3.1%
+1.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -3.0% | +6.1% | -9.1% | -4.4% |
| 30D | +10.6% | +12.2% | -1.6% | +7.6% |
| 3M | -13.6% | +15.3% | -28.9% | -16.6% |
| 6M | +10.4% | +34.3% | -23.9% | +0.7% |
| YTD | -6.5% | +5.7% | -12.2% | -6.3% |
| All | -1.7% | -3.1% | +1.5% | +0.9% |
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 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