-16.1%
IP vs SONY
+16.3%
-32.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.6% |
| 7D | -5.3% | -1.2% | -4.1% | -5.0% |
| 30D | -10.9% | +9.4% | -20.3% | -12.8% |
| 3M | +11.2% | +10.5% | +0.7% | +8.1% |
| 6M | -10.2% | +11.7% | -21.9% | -13.1% |
| YTD | -2.0% | -4.1% | +2.1% | -1.6% |
| 1Y | -19.1% | -11.8% | -7.3% | -17.4% |
| 3Y | +20.9% | +45.9% | -25.0% | +7.6% |
| All | -16.1% | +16.3% | -32.4% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling