-14.6%
IP vs SONY
+11.5%
-26.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -0.9% | -3.2% | +2.3% | -0.1% |
| 30D | +6.7% | +9.6% | -2.9% | +4.2% |
| 3M | -16.6% | +13.3% | -29.8% | -19.2% |
| 6M | +6.0% | +20.3% | -14.3% | +0.6% |
| YTD | -10.7% | +4.1% | -14.8% | -12.3% |
| 1Y | -6.7% | -11.9% | +5.2% | -4.5% |
| 3Y | +17.1% | +56.6% | -39.5% | +2.3% |
| 5Y | -14.6% | +10.9% | -25.5% | -23.8% |
| All | -14.6% | +11.5% | -26.1% | -23.8% |
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