+32.7%
IRM vs SONY
-10.8%
+43.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | -8.1% | +9.4% | -17.5% | -9.0% |
| 3M | -9.7% | +10.5% | -20.1% | -10.3% |
| 6M | +10.0% | +11.7% | -1.7% | +7.8% |
| YTD | +43.0% | -4.1% | +47.1% | +43.8% |
| 1Y | +32.7% | -11.8% | +44.5% | +39.4% |
| All | +32.7% | -10.8% | +43.5% | +39.4% |
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