+434.2%
IRM vs SONY
+293.1%
+141.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | -1.4% | -2.7% | +1.2% | -0.7% |
| 30D | -7.4% | +1.5% | -8.9% | -7.9% |
| 3M | -7.4% | +13.0% | -20.4% | -11.2% |
| 6M | +8.7% | +11.2% | -2.5% | +4.3% |
| YTD | +40.9% | -6.6% | +47.6% | +42.4% |
| 1Y | +20.5% | -18.1% | +38.6% | +26.4% |
| 3Y | +101.7% | +42.1% | +59.6% | +75.7% |
| 5Y | +197.7% | +11.0% | +186.6% | +172.7% |
| All | +434.2% | +293.1% | +141.1% | +240.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling