+39.8%
SONY vs IBN
+25.1%
+14.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -5.8% | -5.5% | -0.3% | -4.5% |
| 30D | -0.4% | -3.4% | +3.0% | +0.4% |
| 3M | +13.3% | +8.7% | +4.6% | +10.9% |
| 6M | +8.5% | +3.7% | +4.8% | +7.4% |
| YTD | -8.1% | -2.4% | -5.7% | -7.7% |
| 1Y | -17.9% | -8.1% | -9.8% | -16.4% |
| All | +39.8% | +25.1% | +14.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling