+9,974.9%
IRM vs SONY
+372.2%
+9,602.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.2% |
| 7D | +1.6% | -5.2% | +6.8% | +2.8% |
| 30D | -4.2% | +0.3% | -4.5% | -4.3% |
| 3M | -5.4% | +6.2% | -11.6% | -7.1% |
| 6M | +12.0% | +9.5% | +2.5% | +9.1% |
| YTD | +42.0% | -8.1% | +50.1% | +43.5% |
| 1Y | +29.9% | -17.9% | +47.8% | +34.3% |
| 3Y | +104.4% | +41.5% | +62.9% | +85.6% |
| 5Y | +191.0% | +11.8% | +179.2% | +175.3% |
| 10Y | +417.1% | +275.4% | +141.7% | +272.9% |
| All | +9,974.9% | +372.2% | +9,602.7% | +5,646.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling