+14.8%
IP vs SONY
+57.9%
-43.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | -5.1% | +6.7% | -11.8% | -6.1% |
| 30D | +8.5% | +14.8% | -6.3% | +5.9% |
| 3M | -13.8% | +16.9% | -30.7% | -16.2% |
| 6M | +5.7% | +30.2% | -24.5% | +0.5% |
| YTD | -9.1% | +5.5% | -14.6% | -10.7% |
| 1Y | -0.8% | -4.6% | +3.7% | -1.2% |
| 3Y | +14.8% | +57.2% | -42.4% | +12.6% |
| All | +14.8% | +57.9% | -43.1% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling